CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 1.3600 1.3380 -0.0220 -1.6% 1.3600
High 1.3600 1.3380 -0.0220 -1.6% 1.3640
Low 1.3600 1.3360 -0.0240 -1.8% 1.3450
Close 1.3581 1.3347 -0.0234 -1.7% 1.3637
Range 0.0000 0.0020 0.0020 0.0190
ATR 0.0087 0.0096 0.0010 11.0% 0.0000
Volume 10 2 -8 -80.0% 29
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3422 1.3405 1.3358
R3 1.3402 1.3385 1.3353
R2 1.3382 1.3382 1.3351
R1 1.3365 1.3365 1.3349 1.3364
PP 1.3362 1.3362 1.3362 1.3362
S1 1.3345 1.3345 1.3345 1.3344
S2 1.3342 1.3342 1.3343
S3 1.3322 1.3325 1.3342
S4 1.3302 1.3305 1.3336
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 1.3360 0.0280 2.1% 0.0020 0.2% -5% False True 4
10 1.3690 1.3360 0.0330 2.5% 0.0018 0.1% -4% False True 5
20 1.4180 1.3360 0.0820 6.1% 0.0019 0.1% -2% False True 5
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 1.3465
2.618 1.3432
1.618 1.3412
1.000 1.3400
0.618 1.3392
HIGH 1.3380
0.618 1.3372
0.500 1.3370
0.382 1.3368
LOW 1.3360
0.618 1.3348
1.000 1.3340
1.618 1.3328
2.618 1.3308
4.250 1.3275
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 1.3370 1.3500
PP 1.3362 1.3449
S1 1.3355 1.3398

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

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