CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 1.3906 1.3860 -0.0046 -0.3% 1.3875
High 1.3906 1.3860 -0.0046 -0.3% 1.4020
Low 1.3906 1.3860 -0.0046 -0.3% 1.3765
Close 1.3906 1.3881 -0.0025 -0.2% 1.3922
Range
ATR 0.0086 0.0083 -0.0003 -3.3% 0.0000
Volume 5 5 0 0.0% 14
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.3867 1.3874 1.3881
R3 1.3867 1.3874 1.3881
R2 1.3867 1.3867 1.3881
R1 1.3874 1.3874 1.3881 1.3871
PP 1.3867 1.3867 1.3867 1.3865
S1 1.3874 1.3874 1.3881 1.3871
S2 1.3867 1.3867 1.3881
S3 1.3867 1.3874 1.3881
S4 1.3867 1.3874 1.3881
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 1.3694 0.0326 2.3% 0.0000 0.0% 57% False False 4
10 1.4020 1.3694 0.0326 2.3% 0.0002 0.0% 57% 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 1.3860
2.618 1.3860
1.618 1.3860
1.000 1.3860
0.618 1.3860
HIGH 1.3860
0.618 1.3860
0.500 1.3860
0.382 1.3860
LOW 1.3860
0.618 1.3860
1.000 1.3860
1.618 1.3860
2.618 1.3860
4.250 1.3860
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 1.3874 1.3854
PP 1.3867 1.3827
S1 1.3860 1.3800

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

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