CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 1.3189 1.3215 0.0026 0.2% 1.3151
High 1.3258 1.3234 -0.0024 -0.2% 1.3372
Low 1.3189 1.3176 -0.0013 -0.1% 1.2960
Close 1.3243 1.3220 -0.0023 -0.2% 1.3359
Range 0.0069 0.0058 -0.0011 -15.9% 0.0412
ATR 0.0109 0.0106 -0.0003 -2.7% 0.0000
Volume 7 35 28 400.0% 116
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3384 1.3360 1.3252
R3 1.3326 1.3302 1.3236
R2 1.3268 1.3268 1.3231
R1 1.3244 1.3244 1.3225 1.3256
PP 1.3210 1.3210 1.3210 1.3216
S1 1.3186 1.3186 1.3215 1.3198
S2 1.3152 1.3152 1.3209
S3 1.3094 1.3128 1.3204
S4 1.3036 1.3070 1.3188
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 1.3176 0.0196 1.5% 0.0086 0.6% 22% False True 12
10 1.3372 1.2960 0.0412 3.1% 0.0090 0.7% 63% False False 18
20 1.3690 1.2960 0.0730 5.5% 0.0056 0.4% 36% False False 13
40 1.4180 1.2960 0.1220 9.2% 0.0033 0.3% 21% False False 9
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3481
2.618 1.3386
1.618 1.3328
1.000 1.3292
0.618 1.3270
HIGH 1.3234
0.618 1.3212
0.500 1.3205
0.382 1.3198
LOW 1.3176
0.618 1.3140
1.000 1.3118
1.618 1.3082
2.618 1.3024
4.250 1.2930
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 1.3215 1.3273
PP 1.3210 1.3255
S1 1.3205 1.3238

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

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