CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 1.3895 1.3834 -0.0061 -0.4% 1.3850
High 1.3895 1.3834 -0.0061 -0.4% 1.4180
Low 1.3895 1.3772 -0.0123 -0.9% 1.3850
Close 1.3878 1.3788 -0.0090 -0.6% 1.3996
Range 0.0000 0.0062 0.0062 0.0330
ATR 0.0091 0.0092 0.0001 1.2% 0.0000
Volume 25 1 -24 -96.0% 37
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3984 1.3948 1.3822
R3 1.3922 1.3886 1.3805
R2 1.3860 1.3860 1.3799
R1 1.3824 1.3824 1.3794 1.3811
PP 1.3798 1.3798 1.3798 1.3792
S1 1.3762 1.3762 1.3782 1.3749
S2 1.3736 1.3736 1.3777
S3 1.3674 1.3700 1.3771
S4 1.3612 1.3638 1.3754
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4999 1.4827 1.4178
R3 1.4669 1.4497 1.4087
R2 1.4339 1.4339 1.4057
R1 1.4167 1.4167 1.4026 1.4253
PP 1.4009 1.4009 1.4009 1.4052
S1 1.3837 1.3837 1.3966 1.3923
S2 1.3679 1.3679 1.3936
S3 1.3349 1.3507 1.3905
S4 1.3019 1.3177 1.3815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4180 1.3772 0.0408 3.0% 0.0037 0.3% 4% False True 11
10 1.4180 1.3709 0.0471 3.4% 0.0019 0.1% 17% False False 6
20 1.4180 1.3694 0.0486 3.5% 0.0010 0.1% 19% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4098
2.618 1.3996
1.618 1.3934
1.000 1.3896
0.618 1.3872
HIGH 1.3834
0.618 1.3810
0.500 1.3803
0.382 1.3796
LOW 1.3772
0.618 1.3734
1.000 1.3710
1.618 1.3672
2.618 1.3610
4.250 1.3509
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 1.3803 1.3930
PP 1.3798 1.3883
S1 1.3793 1.3835

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

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