CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 1.3640 1.3600 -0.0040 -0.3% 1.3600
High 1.3640 1.3600 -0.0040 -0.3% 1.3640
Low 1.3610 1.3600 -0.0010 -0.1% 1.3450
Close 1.3637 1.3581 -0.0056 -0.4% 1.3637
Range 0.0030 0.0000 -0.0030 -100.0% 0.0190
ATR 0.0091 0.0087 -0.0004 -4.2% 0.0000
Volume 5 10 5 100.0% 29
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3594 1.3587 1.3581
R3 1.3594 1.3587 1.3581
R2 1.3594 1.3594 1.3581
R1 1.3587 1.3587 1.3581 1.3591
PP 1.3594 1.3594 1.3594 1.3595
S1 1.3587 1.3587 1.3581 1.3591
S2 1.3594 1.3594 1.3581
S3 1.3594 1.3587 1.3581
S4 1.3594 1.3587 1.3581
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4146 1.4081 1.3742
R3 1.3956 1.3891 1.3689
R2 1.3766 1.3766 1.3672
R1 1.3701 1.3701 1.3654 1.3734
PP 1.3576 1.3576 1.3576 1.3592
S1 1.3511 1.3511 1.3620 1.3544
S2 1.3386 1.3386 1.3602
S3 1.3196 1.3321 1.3585
S4 1.3006 1.3131 1.3533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3640 1.3450 0.0190 1.4% 0.0016 0.1% 69% False False 6
10 1.3834 1.3450 0.0384 2.8% 0.0022 0.2% 34% False False 4
20 1.4180 1.3450 0.0730 5.4% 0.0018 0.1% 18% False False 5
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3600
2.618 1.3600
1.618 1.3600
1.000 1.3600
0.618 1.3600
HIGH 1.3600
0.618 1.3600
0.500 1.3600
0.382 1.3600
LOW 1.3600
0.618 1.3600
1.000 1.3600
1.618 1.3600
2.618 1.3600
4.250 1.3600
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 1.3600 1.3608
PP 1.3594 1.3599
S1 1.3587 1.3590

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

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