CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 1.3850 1.3987 0.0137 1.0% 1.3927
High 1.3854 1.3987 0.0133 1.0% 1.3927
Low 1.3850 1.3987 0.0137 1.0% 1.3709
Close 1.3840 1.3987 0.0147 1.1% 1.3845
Range 0.0004 0.0000 -0.0004 -100.0% 0.0218
ATR 0.0077 0.0082 0.0005 6.6% 0.0000
Volume 1 5 4 400.0% 6
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3987 1.3987 1.3987
R3 1.3987 1.3987 1.3987
R2 1.3987 1.3987 1.3987
R1 1.3987 1.3987 1.3987 1.3987
PP 1.3987 1.3987 1.3987 1.3987
S1 1.3987 1.3987 1.3987 1.3987
S2 1.3987 1.3987 1.3987
S3 1.3987 1.3987 1.3987
S4 1.3987 1.3987 1.3987
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4481 1.4381 1.3965
R3 1.4263 1.4163 1.3905
R2 1.4045 1.4045 1.3885
R1 1.3945 1.3945 1.3865 1.3886
PP 1.3827 1.3827 1.3827 1.3798
S1 1.3727 1.3727 1.3825 1.3668
S2 1.3609 1.3609 1.3805
S3 1.3391 1.3509 1.3785
S4 1.3173 1.3291 1.3725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3987 1.3709 0.0278 2.0% 0.0001 0.0% 100% True False 1
10 1.3987 1.3709 0.0278 2.0% 0.0000 0.0% 100% True False 2
20 1.4020 1.3694 0.0326 2.3% 0.0007 0.1% 90% 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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3987
2.618 1.3987
1.618 1.3987
1.000 1.3987
0.618 1.3987
HIGH 1.3987
0.618 1.3987
0.500 1.3987
0.382 1.3987
LOW 1.3987
0.618 1.3987
1.000 1.3987
1.618 1.3987
2.618 1.3987
4.250 1.3987
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 1.3987 1.3963
PP 1.3987 1.3940
S1 1.3987 1.3916

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

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