CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 1.2975 1.3172 0.0197 1.5% 1.3600
High 1.3132 1.3200 0.0068 0.5% 1.3600
Low 1.2975 1.3172 0.0197 1.5% 1.3195
Close 1.3119 1.3187 0.0068 0.5% 1.3229
Range 0.0157 0.0028 -0.0129 -82.2% 0.0405
ATR 0.0108 0.0106 -0.0002 -1.8% 0.0000
Volume 47 28 -19 -40.4% 59
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3270 1.3257 1.3202
R3 1.3242 1.3229 1.3195
R2 1.3214 1.3214 1.3192
R1 1.3201 1.3201 1.3190 1.3208
PP 1.3186 1.3186 1.3186 1.3190
S1 1.3173 1.3173 1.3184 1.3180
S2 1.3158 1.3158 1.3182
S3 1.3130 1.3145 1.3179
S4 1.3102 1.3117 1.3172
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 1.3250 1.2960 0.0290 2.2% 0.0093 0.7% 78% False False 23
10 1.3640 1.2960 0.0680 5.2% 0.0063 0.5% 33% False False 17
20 1.4180 1.2960 0.1220 9.3% 0.0045 0.3% 19% False False 12
40 1.4180 1.2960 0.1220 9.3% 0.0024 0.2% 19% False False 8
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3319
2.618 1.3273
1.618 1.3245
1.000 1.3228
0.618 1.3217
HIGH 1.3200
0.618 1.3189
0.500 1.3186
0.382 1.3183
LOW 1.3172
0.618 1.3155
1.000 1.3144
1.618 1.3127
2.618 1.3099
4.250 1.3053
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 1.3187 1.3151
PP 1.3186 1.3116
S1 1.3186 1.3080

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

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