CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 1.4020 1.3951 -0.0069 -0.5% 1.3875
High 1.4020 1.3951 -0.0069 -0.5% 1.4020
Low 1.4020 1.3951 -0.0069 -0.5% 1.3765
Close 1.3922 1.3951 0.0029 0.2% 1.3922
Range
ATR
Volume 2 5 3 150.0% 14
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.3951 1.3951 1.3951
R3 1.3951 1.3951 1.3951
R2 1.3951 1.3951 1.3951
R1 1.3951 1.3951 1.3951 1.3951
PP 1.3951 1.3951 1.3951 1.3951
S1 1.3951 1.3951 1.3951 1.3951
S2 1.3951 1.3951 1.3951
S3 1.3951 1.3951 1.3951
S4 1.3951 1.3951 1.3951
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% 0.0000 0.0% 73% False False 3
10 1.4020 1.3765 0.0255 1.8% 0.0014 0.1% 73% False 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 1.3951
2.618 1.3951
1.618 1.3951
1.000 1.3951
0.618 1.3951
HIGH 1.3951
0.618 1.3951
0.500 1.3951
0.382 1.3951
LOW 1.3951
0.618 1.3951
1.000 1.3951
1.618 1.3951
2.618 1.3951
4.250 1.3951
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 1.3951 1.3986
PP 1.3951 1.3974
S1 1.3951 1.3963

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

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