CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 1.3172 1.3189 0.0017 0.1% 1.3151
High 1.3200 1.3372 0.0172 1.3% 1.3372
Low 1.3172 1.3189 0.0017 0.1% 1.2960
Close 1.3187 1.3359 0.0172 1.3% 1.3359
Range 0.0028 0.0183 0.0155 553.6% 0.0412
ATR 0.0106 0.0112 0.0006 5.3% 0.0000
Volume 28 8 -20 -71.4% 116
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3856 1.3790 1.3460
R3 1.3673 1.3607 1.3409
R2 1.3490 1.3490 1.3393
R1 1.3424 1.3424 1.3376 1.3457
PP 1.3307 1.3307 1.3307 1.3323
S1 1.3241 1.3241 1.3342 1.3274
S2 1.3124 1.3124 1.3325
S3 1.2941 1.3058 1.3309
S4 1.2758 1.2875 1.3258
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4466 1.4325 1.3586
R3 1.4054 1.3913 1.3472
R2 1.3642 1.3642 1.3435
R1 1.3501 1.3501 1.3397 1.3572
PP 1.3230 1.3230 1.3230 1.3266
S1 1.3089 1.3089 1.3321 1.3160
S2 1.2818 1.2818 1.3283
S3 1.2406 1.2677 1.3246
S4 1.1994 1.2265 1.3132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3372 1.2960 0.0412 3.1% 0.0125 0.9% 97% True False 23
10 1.3640 1.2960 0.0680 5.1% 0.0076 0.6% 59% False False 18
20 1.4088 1.2960 0.1128 8.4% 0.0053 0.4% 35% False False 13
40 1.4180 1.2960 0.1220 9.1% 0.0028 0.2% 33% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4150
2.618 1.3851
1.618 1.3668
1.000 1.3555
0.618 1.3485
HIGH 1.3372
0.618 1.3302
0.500 1.3281
0.382 1.3259
LOW 1.3189
0.618 1.3076
1.000 1.3006
1.618 1.2893
2.618 1.2710
4.250 1.2411
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 1.3333 1.3297
PP 1.3307 1.3235
S1 1.3281 1.3174

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

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