CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 1.3106 1.3179 0.0073 0.6% 1.3156
High 1.3161 1.3254 0.0093 0.7% 1.3180
Low 1.3106 1.3096 -0.0010 -0.1% 1.3045
Close 1.3133 1.3108 -0.0025 -0.2% 1.3104
Range 0.0055 0.0158 0.0103 187.3% 0.0135
ATR 0.0111 0.0114 0.0003 3.1% 0.0000
Volume 386 41 -345 -89.4% 904
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3627 1.3525 1.3195
R3 1.3469 1.3367 1.3151
R2 1.3311 1.3311 1.3137
R1 1.3209 1.3209 1.3122 1.3181
PP 1.3153 1.3153 1.3153 1.3139
S1 1.3051 1.3051 1.3094 1.3023
S2 1.2995 1.2995 1.3079
S3 1.2837 1.2893 1.3065
S4 1.2679 1.2735 1.3021
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3515 1.3444 1.3178
R3 1.3380 1.3309 1.3141
R2 1.3245 1.3245 1.3129
R1 1.3174 1.3174 1.3116 1.3142
PP 1.3110 1.3110 1.3110 1.3094
S1 1.3039 1.3039 1.3092 1.3007
S2 1.2975 1.2975 1.3079
S3 1.2840 1.2904 1.3067
S4 1.2705 1.2769 1.3030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3254 1.3045 0.0209 1.6% 0.0103 0.8% 30% True False 246
10 1.3484 1.3045 0.0439 3.3% 0.0115 0.9% 14% False False 194
20 1.3484 1.2960 0.0524 4.0% 0.0107 0.8% 28% False False 110
40 1.4180 1.2960 0.1220 9.3% 0.0070 0.5% 12% False False 59
60 1.4180 1.2960 0.1220 9.3% 0.0049 0.4% 12% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3926
2.618 1.3668
1.618 1.3510
1.000 1.3412
0.618 1.3352
HIGH 1.3254
0.618 1.3194
0.500 1.3175
0.382 1.3156
LOW 1.3096
0.618 1.2998
1.000 1.2938
1.618 1.2840
2.618 1.2682
4.250 1.2425
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 1.3175 1.3150
PP 1.3153 1.3136
S1 1.3130 1.3122

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

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