CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 1.3151 1.3000 -0.0151 -1.1% 1.3600
High 1.3250 1.3019 -0.0231 -1.7% 1.3600
Low 1.3052 1.2960 -0.0092 -0.7% 1.3195
Close 1.3102 1.3001 -0.0101 -0.8% 1.3229
Range 0.0198 0.0059 -0.0139 -70.2% 0.0405
ATR 0.0101 0.0104 0.0003 2.9% 0.0000
Volume 15 18 3 20.0% 59
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3170 1.3145 1.3033
R3 1.3111 1.3086 1.3017
R2 1.3052 1.3052 1.3012
R1 1.3027 1.3027 1.3006 1.3040
PP 1.2993 1.2993 1.2993 1.3000
S1 1.2968 1.2968 1.2996 1.2981
S2 1.2934 1.2934 1.2990
S3 1.2875 1.2909 1.2985
S4 1.2816 1.2850 1.2969
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4556 1.4298 1.3452
R3 1.4151 1.3893 1.3340
R2 1.3746 1.3746 1.3303
R1 1.3488 1.3488 1.3266 1.3415
PP 1.3341 1.3341 1.3341 1.3305
S1 1.3083 1.3083 1.3192 1.3010
S2 1.2936 1.2936 1.3155
S3 1.2531 1.2678 1.3118
S4 1.2126 1.2273 1.3006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3395 1.2960 0.0435 3.3% 0.0073 0.6% 9% False True 16
10 1.3640 1.2960 0.0680 5.2% 0.0045 0.3% 6% False True 11
20 1.4180 1.2960 0.1220 9.4% 0.0036 0.3% 3% False True 9
40 1.4180 1.2960 0.1220 9.4% 0.0021 0.2% 3% False True 6
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3270
2.618 1.3173
1.618 1.3114
1.000 1.3078
0.618 1.3055
HIGH 1.3019
0.618 1.2996
0.500 1.2990
0.382 1.2983
LOW 1.2960
0.618 1.2924
1.000 1.2901
1.618 1.2865
2.618 1.2806
4.250 1.2709
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 1.2997 1.3105
PP 1.2993 1.3070
S1 1.2990 1.3036

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

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