CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 1.4341 1.4377 0.0036 0.3% 1.4152
High 1.4341 1.4377 0.0036 0.3% 1.4324
Low 1.4331 1.4377 0.0046 0.3% 1.4126
Close 1.4317 1.4377 0.0060 0.4% 1.4324
Range 0.0010 0.0000 -0.0010 -100.0% 0.0198
ATR 0.0056 0.0056 0.0000 0.5% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4377 1.4377 1.4377
R3 1.4377 1.4377 1.4377
R2 1.4377 1.4377 1.4377
R1 1.4377 1.4377 1.4377 1.4377
PP 1.4377 1.4377 1.4377 1.4377
S1 1.4377 1.4377 1.4377 1.4377
S2 1.4377 1.4377 1.4377
S3 1.4377 1.4377 1.4377
S4 1.4377 1.4377 1.4377
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4852 1.4786 1.4433
R3 1.4654 1.4588 1.4378
R2 1.4456 1.4456 1.4360
R1 1.4390 1.4390 1.4342 1.4423
PP 1.4258 1.4258 1.4258 1.4275
S1 1.4192 1.4192 1.4306 1.4225
S2 1.4060 1.4060 1.4288
S3 1.3862 1.3994 1.4270
S4 1.3664 1.3796 1.4215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4377 1.4187 0.0190 1.3% 0.0002 0.0% 100% True False 1
10 1.4377 1.4030 0.0347 2.4% 0.0001 0.0% 100% True False 1
20 1.4377 1.3788 0.0589 4.1% 0.0008 0.1% 100% True False 7
40 1.4377 1.3425 0.0952 6.6% 0.0006 0.0% 100% True False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4377
2.618 1.4377
1.618 1.4377
1.000 1.4377
0.618 1.4377
HIGH 1.4377
0.618 1.4377
0.500 1.4377
0.382 1.4377
LOW 1.4377
0.618 1.4377
1.000 1.4377
1.618 1.4377
2.618 1.4377
4.250 1.4377
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 1.4377 1.4368
PP 1.4377 1.4359
S1 1.4377 1.4351

These figures are updated between 7pm and 10pm EST after a trading day.

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