CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 1.4016 1.4020 0.0004 0.0% 1.3875
High 1.4016 1.4020 0.0004 0.0% 1.4020
Low 1.4016 1.4020 0.0004 0.0% 1.3765
Close 1.4019 1.3922 -0.0097 -0.7% 1.3922
Range
ATR
Volume 1 2 1 100.0% 14
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.3987 1.3955 1.3922
R3 1.3987 1.3955 1.3922
R2 1.3987 1.3987 1.3922
R1 1.3955 1.3955 1.3922 1.3971
PP 1.3987 1.3987 1.3987 1.3996
S1 1.3955 1.3955 1.3922 1.3971
S2 1.3987 1.3987 1.3922
S3 1.3987 1.3955 1.3922
S4 1.3987 1.3955 1.3922
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4667 1.4550 1.4062
R3 1.4412 1.4295 1.3992
R2 1.4157 1.4157 1.3969
R1 1.4040 1.4040 1.3945 1.4099
PP 1.3902 1.3902 1.3902 1.3932
S1 1.3785 1.3785 1.3899 1.3844
S2 1.3647 1.3647 1.3875
S3 1.3392 1.3530 1.3852
S4 1.3137 1.3275 1.3782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4020 1.3765 0.0255 1.8% 0.0004 0.0% 62% True False 2
10 1.4020 1.3656 0.0364 2.6% 0.0014 0.1% 73% True False 5
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.4020
2.618 1.4020
1.618 1.4020
1.000 1.4020
0.618 1.4020
HIGH 1.4020
0.618 1.4020
0.500 1.4020
0.382 1.4020
LOW 1.4020
0.618 1.4020
1.000 1.4020
1.618 1.4020
2.618 1.4020
4.250 1.4020
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 1.4020 1.3974
PP 1.3987 1.3957
S1 1.3955 1.3939

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

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