CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 1.3377 1.3430 0.0053 0.4% 1.2895
High 1.3515 1.3502 -0.0013 -0.1% 1.3429
Low 1.3377 1.3370 -0.0007 -0.1% 1.2864
Close 1.3440 1.3453 0.0013 0.1% 1.3340
Range 0.0138 0.0132 -0.0006 -4.3% 0.0565
ATR 0.0141 0.0140 -0.0001 -0.4% 0.0000
Volume 1,358 1,061 -297 -21.9% 3,659
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3838 1.3777 1.3526
R3 1.3706 1.3645 1.3489
R2 1.3574 1.3574 1.3477
R1 1.3513 1.3513 1.3465 1.3544
PP 1.3442 1.3442 1.3442 1.3457
S1 1.3381 1.3381 1.3441 1.3412
S2 1.3310 1.3310 1.3429
S3 1.3178 1.3249 1.3417
S4 1.3046 1.3117 1.3380
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 1.3083 0.0432 3.2% 0.0181 1.3% 86% False False 1,031
10 1.3515 1.2864 0.0651 4.8% 0.0150 1.1% 90% False False 719
20 1.3515 1.2864 0.0651 4.8% 0.0133 1.0% 90% False False 481
40 1.3515 1.2864 0.0651 4.8% 0.0118 0.9% 90% False False 269
60 1.4180 1.2864 0.1316 9.8% 0.0084 0.6% 45% False False 181
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 0.0034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4063
2.618 1.3848
1.618 1.3716
1.000 1.3634
0.618 1.3584
HIGH 1.3502
0.618 1.3452
0.500 1.3436
0.382 1.3420
LOW 1.3370
0.618 1.3288
1.000 1.3238
1.618 1.3156
2.618 1.3024
4.250 1.2809
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 1.3447 1.3424
PP 1.3442 1.3395
S1 1.3436 1.3366

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

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