CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 1.4720 1.4731 0.0011 0.1% 1.4480
High 1.4720 1.4731 0.0011 0.1% 1.4735
Low 1.4720 1.4417 -0.0303 -2.1% 1.4480
Close 1.4729 1.4415 -0.0314 -2.1% 1.4726
Range 0.0000 0.0314 0.0314 0.0255
ATR 0.0068 0.0086 0.0018 25.8% 0.0000
Volume 3 16 13 433.3% 8
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 1.5463 1.5253 1.4588
R3 1.5149 1.4939 1.4501
R2 1.4835 1.4835 1.4473
R1 1.4625 1.4625 1.4444 1.4573
PP 1.4521 1.4521 1.4521 1.4495
S1 1.4311 1.4311 1.4386 1.4259
S2 1.4207 1.4207 1.4357
S3 1.3893 1.3997 1.4329
S4 1.3579 1.3683 1.4242
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 1.4417 0.0318 2.2% 0.0076 0.5% -1% False True 7
10 1.4735 1.4417 0.0318 2.2% 0.0051 0.4% -1% False True 6
20 1.4735 1.4074 0.0661 4.6% 0.0045 0.3% 52% False False 4
40 1.4735 1.3705 0.1030 7.1% 0.0027 0.2% 69% False False 6
60 1.4735 1.3415 0.1320 9.2% 0.0019 0.1% 76% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 1.6066
2.618 1.5553
1.618 1.5239
1.000 1.5045
0.618 1.4925
HIGH 1.4731
0.618 1.4611
0.500 1.4574
0.382 1.4537
LOW 1.4417
0.618 1.4223
1.000 1.4103
1.618 1.3909
2.618 1.3595
4.250 1.3083
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 1.4574 1.4574
PP 1.4521 1.4521
S1 1.4468 1.4468

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

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