CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 1.3125 1.2977 -0.0148 -1.1% 1.3350
High 1.3125 1.3007 -0.0118 -0.9% 1.3421
Low 1.2989 1.2899 -0.0090 -0.7% 1.2899
Close 1.3001 1.2921 -0.0080 -0.6% 1.2921
Range 0.0136 0.0108 -0.0028 -20.6% 0.0522
ATR 0.0125 0.0124 -0.0001 -1.0% 0.0000
Volume 262 412 150 57.3% 1,564
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3266 1.3202 1.2980
R3 1.3158 1.3094 1.2951
R2 1.3050 1.3050 1.2941
R1 1.2986 1.2986 1.2931 1.2964
PP 1.2942 1.2942 1.2942 1.2932
S1 1.2878 1.2878 1.2911 1.2856
S2 1.2834 1.2834 1.2901
S3 1.2726 1.2770 1.2891
S4 1.2618 1.2662 1.2862
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4646 1.4306 1.3208
R3 1.4124 1.3784 1.3065
R2 1.3602 1.3602 1.3017
R1 1.3262 1.3262 1.2969 1.3171
PP 1.3080 1.3080 1.3080 1.3035
S1 1.2740 1.2740 1.2873 1.2649
S2 1.2558 1.2558 1.2825
S3 1.2036 1.2218 1.2777
S4 1.1514 1.1696 1.2634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3421 1.2899 0.0522 4.0% 0.0134 1.0% 4% False True 312
10 1.3421 1.2899 0.0522 4.0% 0.0123 0.9% 4% False True 242
20 1.3484 1.2899 0.0585 4.5% 0.0124 1.0% 4% False True 202
40 1.3690 1.2899 0.0791 6.1% 0.0090 0.7% 3% False True 108
60 1.4180 1.2899 0.1281 9.9% 0.0064 0.5% 2% False True 73
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 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3466
2.618 1.3290
1.618 1.3182
1.000 1.3115
0.618 1.3074
HIGH 1.3007
0.618 1.2966
0.500 1.2953
0.382 1.2940
LOW 1.2899
0.618 1.2832
1.000 1.2791
1.618 1.2724
2.618 1.2616
4.250 1.2440
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 1.2953 1.3089
PP 1.2942 1.3033
S1 1.2932 1.2977

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

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