CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 1.3349 1.3224 -0.0125 -0.9% 1.3269
High 1.3366 1.3246 -0.0120 -0.9% 1.3369
Low 1.3202 1.3178 -0.0024 -0.2% 1.3170
Close 1.3203 1.3204 0.0001 0.0% 1.3214
Range 0.0164 0.0068 -0.0096 -58.5% 0.0199
ATR 0.0119 0.0115 -0.0004 -3.1% 0.0000
Volume 137 272 135 98.5% 95
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3413 1.3377 1.3241
R3 1.3345 1.3309 1.3223
R2 1.3277 1.3277 1.3216
R1 1.3241 1.3241 1.3210 1.3225
PP 1.3209 1.3209 1.3209 1.3202
S1 1.3173 1.3173 1.3198 1.3157
S2 1.3141 1.3141 1.3192
S3 1.3073 1.3105 1.3185
S4 1.3005 1.3037 1.3167
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 2.4% 0.0137 1.0% 11% False False 117
10 1.3484 1.3170 0.0314 2.4% 0.0111 0.8% 11% False False 65
20 1.3640 1.2960 0.0680 5.1% 0.0087 0.7% 36% False False 41
40 1.4180 1.2960 0.1220 9.2% 0.0050 0.4% 20% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3535
2.618 1.3424
1.618 1.3356
1.000 1.3314
0.618 1.3288
HIGH 1.3246
0.618 1.3220
0.500 1.3212
0.382 1.3204
LOW 1.3178
0.618 1.3136
1.000 1.3110
1.618 1.3068
2.618 1.3000
4.250 1.2889
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 1.3212 1.3331
PP 1.3209 1.3289
S1 1.3207 1.3246

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

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