CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 1.4527 1.4595 0.0068 0.5% 1.4168
High 1.4527 1.4701 0.0174 1.2% 1.4464
Low 1.4527 1.4595 0.0068 0.5% 1.4074
Close 1.4527 1.4630 0.0103 0.7% 1.4468
Range 0.0000 0.0106 0.0106 0.0390
ATR 0.0074 0.0081 0.0007 9.6% 0.0000
Volume 1 1 0 0.0% 35
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4960 1.4901 1.4688
R3 1.4854 1.4795 1.4659
R2 1.4748 1.4748 1.4649
R1 1.4689 1.4689 1.4640 1.4719
PP 1.4642 1.4642 1.4642 1.4657
S1 1.4583 1.4583 1.4620 1.4613
S2 1.4536 1.4536 1.4611
S3 1.4430 1.4477 1.4601
S4 1.4324 1.4371 1.4572
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5505 1.5377 1.4683
R3 1.5115 1.4987 1.4575
R2 1.4725 1.4725 1.4540
R1 1.4597 1.4597 1.4504 1.4661
PP 1.4335 1.4335 1.4335 1.4368
S1 1.4207 1.4207 1.4432 1.4271
S2 1.3945 1.3945 1.4397
S3 1.3555 1.3817 1.4361
S4 1.3165 1.3427 1.4254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4701 1.4360 0.0341 2.3% 0.0042 0.3% 79% True False 6
10 1.4701 1.4074 0.0627 4.3% 0.0049 0.3% 89% True False 4
20 1.4701 1.4030 0.0671 4.6% 0.0025 0.2% 89% True False 3
40 1.4701 1.3705 0.0996 6.8% 0.0018 0.1% 93% True False 5
60 1.4701 1.3415 0.1286 8.8% 0.0013 0.1% 94% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5152
2.618 1.4979
1.618 1.4873
1.000 1.4807
0.618 1.4767
HIGH 1.4701
0.618 1.4661
0.500 1.4648
0.382 1.4635
LOW 1.4595
0.618 1.4529
1.000 1.4489
1.618 1.4423
2.618 1.4317
4.250 1.4145
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 1.4648 1.4617
PP 1.4642 1.4604
S1 1.4636 1.4591

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

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