CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 1.3200 1.3369 0.0169 1.3% 1.3269
High 1.3418 1.3484 0.0066 0.5% 1.3369
Low 1.3199 1.3356 0.0157 1.2% 1.3170
Close 1.3386 1.3375 -0.0011 -0.1% 1.3214
Range 0.0219 0.0128 -0.0091 -41.6% 0.0199
ATR 0.0114 0.0115 0.0001 0.9% 0.0000
Volume 71 68 -3 -4.2% 95
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3789 1.3710 1.3445
R3 1.3661 1.3582 1.3410
R2 1.3533 1.3533 1.3398
R1 1.3454 1.3454 1.3387 1.3494
PP 1.3405 1.3405 1.3405 1.3425
S1 1.3326 1.3326 1.3363 1.3366
S2 1.3277 1.3277 1.3352
S3 1.3149 1.3198 1.3340
S4 1.3021 1.3070 1.3305
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3848 1.3730 1.3323
R3 1.3649 1.3531 1.3269
R2 1.3450 1.3450 1.3250
R1 1.3332 1.3332 1.3232 1.3292
PP 1.3251 1.3251 1.3251 1.3231
S1 1.3133 1.3133 1.3196 1.3093
S2 1.3052 1.3052 1.3178
S3 1.2853 1.2934 1.3159
S4 1.2654 1.2735 1.3105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3484 1.3170 0.0314 2.3% 0.0116 0.9% 65% True False 44
10 1.3484 1.2975 0.0509 3.8% 0.0107 0.8% 79% True False 31
20 1.3640 1.2960 0.0680 5.1% 0.0076 0.6% 61% False False 21
40 1.4180 1.2960 0.1220 9.1% 0.0044 0.3% 34% False False 13
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4028
2.618 1.3819
1.618 1.3691
1.000 1.3612
0.618 1.3563
HIGH 1.3484
0.618 1.3435
0.500 1.3420
0.382 1.3405
LOW 1.3356
0.618 1.3277
1.000 1.3228
1.618 1.3149
2.618 1.3021
4.250 1.2812
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 1.3420 1.3359
PP 1.3405 1.3343
S1 1.3390 1.3327

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

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