CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 1.3319 1.3377 0.0058 0.4% 1.2895
High 1.3445 1.3515 0.0070 0.5% 1.3429
Low 1.3217 1.3377 0.0160 1.2% 1.2864
Close 1.3367 1.3440 0.0073 0.5% 1.3340
Range 0.0228 0.0138 -0.0090 -39.5% 0.0565
ATR 0.0140 0.0141 0.0001 0.4% 0.0000
Volume 439 1,358 919 209.3% 3,659
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3858 1.3787 1.3516
R3 1.3720 1.3649 1.3478
R2 1.3582 1.3582 1.3465
R1 1.3511 1.3511 1.3453 1.3547
PP 1.3444 1.3444 1.3444 1.3462
S1 1.3373 1.3373 1.3427 1.3409
S2 1.3306 1.3306 1.3415
S3 1.3168 1.3235 1.3402
S4 1.3030 1.3097 1.3364
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 1.3515 1.2952 0.0563 4.2% 0.0190 1.4% 87% True False 911
10 1.3515 1.2864 0.0651 4.8% 0.0152 1.1% 88% True False 655
20 1.3515 1.2864 0.0651 4.8% 0.0133 1.0% 88% True False 434
40 1.3600 1.2864 0.0736 5.5% 0.0115 0.9% 78% False False 243
60 1.4180 1.2864 0.1316 9.8% 0.0082 0.6% 44% False False 164
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4102
2.618 1.3876
1.618 1.3738
1.000 1.3653
0.618 1.3600
HIGH 1.3515
0.618 1.3462
0.500 1.3446
0.382 1.3430
LOW 1.3377
0.618 1.3292
1.000 1.3239
1.618 1.3154
2.618 1.3016
4.250 1.2791
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 1.3446 1.3415
PP 1.3444 1.3391
S1 1.3442 1.3366

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

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