CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 1.3229 1.3156 -0.0073 -0.6% 1.3200
High 1.3333 1.3156 -0.0177 -1.3% 1.3484
Low 1.3129 1.3089 -0.0040 -0.3% 1.3129
Close 1.3166 1.3106 -0.0060 -0.5% 1.3166
Range 0.0204 0.0067 -0.0137 -67.2% 0.0355
ATR 0.0122 0.0118 -0.0003 -2.6% 0.0000
Volume 135 101 -34 -25.2% 683
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3318 1.3279 1.3143
R3 1.3251 1.3212 1.3124
R2 1.3184 1.3184 1.3118
R1 1.3145 1.3145 1.3112 1.3131
PP 1.3117 1.3117 1.3117 1.3110
S1 1.3078 1.3078 1.3100 1.3064
S2 1.3050 1.3050 1.3094
S3 1.2983 1.3011 1.3088
S4 1.2916 1.2944 1.3069
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4325 1.4100 1.3361
R3 1.3970 1.3745 1.3264
R2 1.3615 1.3615 1.3231
R1 1.3390 1.3390 1.3199 1.3325
PP 1.3260 1.3260 1.3260 1.3227
S1 1.3035 1.3035 1.3133 1.2970
S2 1.2905 1.2905 1.3101
S3 1.2550 1.2680 1.3068
S4 1.2195 1.2325 1.2971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3484 1.3089 0.0395 3.0% 0.0126 1.0% 4% False True 142
10 1.3484 1.3089 0.0395 3.0% 0.0120 0.9% 4% False True 87
20 1.3600 1.2960 0.0640 4.9% 0.0097 0.7% 23% False False 52
40 1.4180 1.2960 0.1220 9.3% 0.0057 0.4% 12% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3441
2.618 1.3331
1.618 1.3264
1.000 1.3223
0.618 1.3197
HIGH 1.3156
0.618 1.3130
0.500 1.3123
0.382 1.3115
LOW 1.3089
0.618 1.3048
1.000 1.3022
1.618 1.2981
2.618 1.2914
4.250 1.2804
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 1.3123 1.3211
PP 1.3117 1.3176
S1 1.3112 1.3141

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

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