CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 1.4130 1.4360 0.0230 1.6% 1.4341
High 1.4251 1.4464 0.0213 1.5% 1.4386
Low 1.4130 1.4360 0.0230 1.6% 1.4300
Close 1.4233 1.4408 0.0175 1.2% 1.4326
Range 0.0121 0.0104 -0.0017 -14.0% 0.0086
ATR 0.0073 0.0085 0.0011 15.3% 0.0000
Volume 7 5 -2 -28.6% 13
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4723 1.4669 1.4465
R3 1.4619 1.4565 1.4437
R2 1.4515 1.4515 1.4427
R1 1.4461 1.4461 1.4418 1.4488
PP 1.4411 1.4411 1.4411 1.4424
S1 1.4357 1.4357 1.4398 1.4384
S2 1.4307 1.4307 1.4389
S3 1.4203 1.4253 1.4379
S4 1.4099 1.4149 1.4351
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4595 1.4547 1.4373
R3 1.4509 1.4461 1.4350
R2 1.4423 1.4423 1.4342
R1 1.4375 1.4375 1.4334 1.4356
PP 1.4337 1.4337 1.4337 1.4328
S1 1.4289 1.4289 1.4318 1.4270
S2 1.4251 1.4251 1.4310
S3 1.4165 1.4203 1.4302
S4 1.4079 1.4117 1.4279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4464 1.4074 0.0390 2.7% 0.0072 0.5% 86% True False 4
10 1.4464 1.4074 0.0390 2.7% 0.0040 0.3% 86% True False 2
20 1.4464 1.3990 0.0474 3.3% 0.0020 0.1% 88% True False 3
40 1.4464 1.3663 0.0801 5.6% 0.0016 0.1% 93% True False 5
60 1.4464 1.3415 0.1049 7.3% 0.0013 0.1% 95% True False 5
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4906
2.618 1.4736
1.618 1.4632
1.000 1.4568
0.618 1.4528
HIGH 1.4464
0.618 1.4424
0.500 1.4412
0.382 1.4400
LOW 1.4360
0.618 1.4296
1.000 1.4256
1.618 1.4192
2.618 1.4088
4.250 1.3918
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 1.4412 1.4362
PP 1.4411 1.4315
S1 1.4409 1.4269

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

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