CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 1.3165 1.3070 -0.0095 -0.7% 1.3200
High 1.3180 1.3162 -0.0018 -0.1% 1.3484
Low 1.3064 1.3067 0.0003 0.0% 1.3129
Close 1.3079 1.3075 -0.0004 0.0% 1.3166
Range 0.0116 0.0095 -0.0021 -18.1% 0.0355
ATR 0.0118 0.0117 -0.0002 -1.4% 0.0000
Volume 112 287 175 156.3% 683
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3386 1.3326 1.3127
R3 1.3291 1.3231 1.3101
R2 1.3196 1.3196 1.3092
R1 1.3136 1.3136 1.3084 1.3166
PP 1.3101 1.3101 1.3101 1.3117
S1 1.3041 1.3041 1.3066 1.3071
S2 1.3006 1.3006 1.3058
S3 1.2911 1.2946 1.3049
S4 1.2816 1.2851 1.3023
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 1.3333 1.3064 0.0269 2.1% 0.0110 0.8% 4% False False 181
10 1.3484 1.3064 0.0420 3.2% 0.0122 0.9% 3% False False 125
20 1.3484 1.2960 0.0524 4.0% 0.0106 0.8% 22% False False 72
40 1.4180 1.2960 0.1220 9.3% 0.0062 0.5% 9% False False 38
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3566
2.618 1.3411
1.618 1.3316
1.000 1.3257
0.618 1.3221
HIGH 1.3162
0.618 1.3126
0.500 1.3115
0.382 1.3103
LOW 1.3067
0.618 1.3008
1.000 1.2972
1.618 1.2913
2.618 1.2818
4.250 1.2663
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 1.3115 1.3122
PP 1.3101 1.3106
S1 1.3088 1.3091

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

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