CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 1.2977 1.2895 -0.0082 -0.6% 1.3350
High 1.3007 1.2953 -0.0054 -0.4% 1.3421
Low 1.2899 1.2864 -0.0035 -0.3% 1.2899
Close 1.2921 1.2942 0.0021 0.2% 1.2921
Range 0.0108 0.0089 -0.0019 -17.6% 0.0522
ATR 0.0124 0.0121 -0.0002 -2.0% 0.0000
Volume 412 526 114 27.7% 1,564
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3187 1.3153 1.2991
R3 1.3098 1.3064 1.2966
R2 1.3009 1.3009 1.2958
R1 1.2975 1.2975 1.2950 1.2992
PP 1.2920 1.2920 1.2920 1.2928
S1 1.2886 1.2886 1.2934 1.2903
S2 1.2831 1.2831 1.2926
S3 1.2742 1.2797 1.2918
S4 1.2653 1.2708 1.2893
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 1.2864 0.0557 4.3% 0.0126 1.0% 14% False True 351
10 1.3421 1.2864 0.0557 4.3% 0.0126 1.0% 14% False True 256
20 1.3484 1.2864 0.0620 4.8% 0.0123 1.0% 13% False True 227
40 1.3690 1.2864 0.0826 6.4% 0.0092 0.7% 9% False True 121
60 1.4180 1.2864 0.1316 10.2% 0.0065 0.5% 6% False True 82
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 True
Bull Hook False
Stretch 0.0024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3331
2.618 1.3186
1.618 1.3097
1.000 1.3042
0.618 1.3008
HIGH 1.2953
0.618 1.2919
0.500 1.2909
0.382 1.2898
LOW 1.2864
0.618 1.2809
1.000 1.2775
1.618 1.2720
2.618 1.2631
4.250 1.2486
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 1.2931 1.2995
PP 1.2920 1.2977
S1 1.2909 1.2960

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

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