CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 1.3614 1.3690 0.0076 0.6% 1.3895
High 1.3614 1.3690 0.0076 0.6% 1.3895
Low 1.3614 1.3690 0.0076 0.6% 1.3614
Close 1.3614 1.3655 0.0041 0.3% 1.3655
Range
ATR 0.0097 0.0095 -0.0001 -1.5% 0.0000
Volume 3 3 0 0.0% 35
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3678 1.3667 1.3655
R3 1.3678 1.3667 1.3655
R2 1.3678 1.3678 1.3655
R1 1.3667 1.3667 1.3655 1.3673
PP 1.3678 1.3678 1.3678 1.3681
S1 1.3667 1.3667 1.3655 1.3673
S2 1.3678 1.3678 1.3655
S3 1.3678 1.3667 1.3655
S4 1.3678 1.3667 1.3655
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4564 1.4391 1.3810
R3 1.4283 1.4110 1.3732
R2 1.4002 1.4002 1.3707
R1 1.3829 1.3829 1.3681 1.3775
PP 1.3721 1.3721 1.3721 1.3695
S1 1.3548 1.3548 1.3629 1.3494
S2 1.3440 1.3440 1.3603
S3 1.3159 1.3267 1.3578
S4 1.2878 1.2986 1.3500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3895 1.3614 0.0281 2.1% 0.0018 0.1% 15% False False 7
10 1.4180 1.3614 0.0566 4.1% 0.0022 0.2% 7% False False 7
20 1.4180 1.3614 0.0566 4.1% 0.0011 0.1% 7% 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 1.3690
2.618 1.3690
1.618 1.3690
1.000 1.3690
0.618 1.3690
HIGH 1.3690
0.618 1.3690
0.500 1.3690
0.382 1.3690
LOW 1.3690
0.618 1.3690
1.000 1.3690
1.618 1.3690
2.618 1.3690
4.250 1.3690
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 1.3690 1.3654
PP 1.3678 1.3653
S1 1.3667 1.3652

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

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