CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 1.4695 1.4720 0.0025 0.2% 1.4480
High 1.4718 1.4720 0.0002 0.0% 1.4735
Low 1.4674 1.4720 0.0046 0.3% 1.4480
Close 1.4706 1.4729 0.0023 0.2% 1.4726
Range 0.0044 0.0000 -0.0044 -100.0% 0.0255
ATR 0.0072 0.0068 -0.0004 -5.8% 0.0000
Volume 8 3 -5 -62.5% 8
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 1.4723 1.4726 1.4729
R3 1.4723 1.4726 1.4729
R2 1.4723 1.4723 1.4729
R1 1.4726 1.4726 1.4729 1.4725
PP 1.4723 1.4723 1.4723 1.4722
S1 1.4726 1.4726 1.4729 1.4725
S2 1.4723 1.4723 1.4729
S3 1.4723 1.4726 1.4729
S4 1.4723 1.4726 1.4729
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5412 1.5324 1.4866
R3 1.5157 1.5069 1.4796
R2 1.4902 1.4902 1.4773
R1 1.4814 1.4814 1.4749 1.4858
PP 1.4647 1.4647 1.4647 1.4669
S1 1.4559 1.4559 1.4703 1.4603
S2 1.4392 1.4392 1.4679
S3 1.4137 1.4304 1.4656
S4 1.3882 1.4049 1.4586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4735 1.4674 0.0061 0.4% 0.0018 0.1% 90% False False 4
10 1.4735 1.4360 0.0375 2.5% 0.0030 0.2% 98% False False 5
20 1.4735 1.4074 0.0661 4.5% 0.0030 0.2% 99% False False 3
40 1.4735 1.3705 0.1030 7.0% 0.0020 0.1% 99% False False 6
60 1.4735 1.3415 0.1320 9.0% 0.0014 0.1% 100% False 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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4720
2.618 1.4720
1.618 1.4720
1.000 1.4720
0.618 1.4720
HIGH 1.4720
0.618 1.4720
0.500 1.4720
0.382 1.4720
LOW 1.4720
0.618 1.4720
1.000 1.4720
1.618 1.4720
2.618 1.4720
4.250 1.4720
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 1.4726 1.4721
PP 1.4723 1.4713
S1 1.4720 1.4705

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

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