CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 1.4595 1.4720 0.0125 0.9% 1.4168
High 1.4701 1.4720 0.0019 0.1% 1.4464
Low 1.4595 1.4700 0.0105 0.7% 1.4074
Close 1.4630 1.4708 0.0078 0.5% 1.4468
Range 0.0106 0.0020 -0.0086 -81.1% 0.0390
ATR 0.0081 0.0082 0.0001 0.8% 0.0000
Volume 1 3 2 200.0% 35
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4769 1.4759 1.4719
R3 1.4749 1.4739 1.4714
R2 1.4729 1.4729 1.4712
R1 1.4719 1.4719 1.4710 1.4714
PP 1.4709 1.4709 1.4709 1.4707
S1 1.4699 1.4699 1.4706 1.4694
S2 1.4689 1.4689 1.4704
S3 1.4669 1.4679 1.4703
S4 1.4649 1.4659 1.4697
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 1.4720 1.4444 0.0276 1.9% 0.0025 0.2% 96% True False 5
10 1.4720 1.4074 0.0646 4.4% 0.0049 0.3% 98% True False 4
20 1.4720 1.4074 0.0646 4.4% 0.0026 0.2% 98% True False 3
40 1.4720 1.3705 0.1015 6.9% 0.0019 0.1% 99% True False 5
60 1.4720 1.3415 0.1305 8.9% 0.0013 0.1% 99% 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 1.4805
2.618 1.4772
1.618 1.4752
1.000 1.4740
0.618 1.4732
HIGH 1.4720
0.618 1.4712
0.500 1.4710
0.382 1.4708
LOW 1.4700
0.618 1.4688
1.000 1.4680
1.618 1.4668
2.618 1.4648
4.250 1.4615
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 1.4710 1.4680
PP 1.4709 1.4652
S1 1.4709 1.4624

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

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