CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 1.3214 1.3308 0.0094 0.7% 1.3106
High 1.3302 1.3410 0.0108 0.8% 1.3410
Low 1.3214 1.3308 0.0094 0.7% 1.3081
Close 1.3276 1.3357 0.0081 0.6% 1.3357
Range 0.0088 0.0102 0.0014 15.9% 0.0329
ATR 0.0115 0.0117 0.0001 1.2% 0.0000
Volume 167 189 22 13.2% 864
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3664 1.3613 1.3413
R3 1.3562 1.3511 1.3385
R2 1.3460 1.3460 1.3376
R1 1.3409 1.3409 1.3366 1.3435
PP 1.3358 1.3358 1.3358 1.3371
S1 1.3307 1.3307 1.3348 1.3333
S2 1.3256 1.3256 1.3338
S3 1.3154 1.3205 1.3329
S4 1.3052 1.3103 1.3301
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4270 1.4142 1.3538
R3 1.3941 1.3813 1.3447
R2 1.3612 1.3612 1.3417
R1 1.3484 1.3484 1.3387 1.3548
PP 1.3283 1.3283 1.3283 1.3315
S1 1.3155 1.3155 1.3327 1.3219
S2 1.2954 1.2954 1.3297
S3 1.2625 1.2826 1.3267
S4 1.2296 1.2497 1.3176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3410 1.3081 0.0329 2.5% 0.0111 0.8% 84% True False 172
10 1.3410 1.3045 0.0365 2.7% 0.0113 0.8% 85% True False 190
20 1.3484 1.3045 0.0439 3.3% 0.0112 0.8% 71% False False 127
40 1.4180 1.2960 0.1220 9.1% 0.0078 0.6% 33% False False 70
60 1.4180 1.2960 0.1220 9.1% 0.0054 0.4% 33% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3844
2.618 1.3677
1.618 1.3575
1.000 1.3512
0.618 1.3473
HIGH 1.3410
0.618 1.3371
0.500 1.3359
0.382 1.3347
LOW 1.3308
0.618 1.3245
1.000 1.3206
1.618 1.3143
2.618 1.3041
4.250 1.2875
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 1.3359 1.3320
PP 1.3358 1.3283
S1 1.3358 1.3246

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

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