CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 1.3335 1.3319 -0.0016 -0.1% 1.2895
High 1.3429 1.3445 0.0016 0.1% 1.3429
Low 1.3299 1.3217 -0.0082 -0.6% 1.2864
Close 1.3340 1.3367 0.0027 0.2% 1.3340
Range 0.0130 0.0228 0.0098 75.4% 0.0565
ATR 0.0133 0.0140 0.0007 5.1% 0.0000
Volume 1,107 439 -668 -60.3% 3,659
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4027 1.3925 1.3492
R3 1.3799 1.3697 1.3430
R2 1.3571 1.3571 1.3409
R1 1.3469 1.3469 1.3388 1.3520
PP 1.3343 1.3343 1.3343 1.3369
S1 1.3241 1.3241 1.3346 1.3292
S2 1.3115 1.3115 1.3325
S3 1.2887 1.3013 1.3304
S4 1.2659 1.2785 1.3242
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4906 1.4688 1.3651
R3 1.4341 1.4123 1.3495
R2 1.3776 1.3776 1.3444
R1 1.3558 1.3558 1.3392 1.3667
PP 1.3211 1.3211 1.3211 1.3266
S1 1.2993 1.2993 1.3288 1.3102
S2 1.2646 1.2646 1.3236
S3 1.2081 1.2428 1.3185
S4 1.1516 1.1863 1.3029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3445 1.2900 0.0545 4.1% 0.0179 1.3% 86% True False 714
10 1.3445 1.2864 0.0581 4.3% 0.0152 1.1% 87% True False 532
20 1.3445 1.2864 0.0581 4.3% 0.0129 1.0% 87% True False 371
40 1.3640 1.2864 0.0776 5.8% 0.0112 0.8% 65% False False 209
60 1.4180 1.2864 0.1316 9.8% 0.0080 0.6% 38% False False 141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4414
2.618 1.4042
1.618 1.3814
1.000 1.3673
0.618 1.3586
HIGH 1.3445
0.618 1.3358
0.500 1.3331
0.382 1.3304
LOW 1.3217
0.618 1.3076
1.000 1.2989
1.618 1.2848
2.618 1.2620
4.250 1.2248
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 1.3355 1.3333
PP 1.3343 1.3298
S1 1.3331 1.3264

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

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