CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 1.3189 1.3269 0.0080 0.6% 1.3151
High 1.3372 1.3269 -0.0103 -0.8% 1.3372
Low 1.3189 1.3269 0.0080 0.6% 1.2960
Close 1.3359 1.3300 -0.0059 -0.4% 1.3359
Range 0.0183 0.0000 -0.0183 -100.0% 0.0412
ATR 0.0112 0.0110 -0.0002 -1.4% 0.0000
Volume 8 9 1 12.5% 116
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3279 1.3290 1.3300
R3 1.3279 1.3290 1.3300
R2 1.3279 1.3279 1.3300
R1 1.3290 1.3290 1.3300 1.3285
PP 1.3279 1.3279 1.3279 1.3277
S1 1.3290 1.3290 1.3300 1.3285
S2 1.3279 1.3279 1.3300
S3 1.3279 1.3290 1.3300
S4 1.3279 1.3290 1.3300
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% 0.0085 0.6% 83% False False 22
10 1.3600 1.2960 0.0640 4.8% 0.0073 0.5% 53% False False 18
20 1.3895 1.2960 0.0935 7.0% 0.0048 0.4% 36% False False 12
40 1.4180 1.2960 0.1220 9.2% 0.0028 0.2% 28% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3269
2.618 1.3269
1.618 1.3269
1.000 1.3269
0.618 1.3269
HIGH 1.3269
0.618 1.3269
0.500 1.3269
0.382 1.3269
LOW 1.3269
0.618 1.3269
1.000 1.3269
1.618 1.3269
2.618 1.3269
4.250 1.3269
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 1.3290 1.3291
PP 1.3279 1.3281
S1 1.3269 1.3272

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

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