CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 1.3430 1.3444 0.0014 0.1% 1.3319
High 1.3502 1.3604 0.0102 0.8% 1.3604
Low 1.3370 1.3444 0.0074 0.6% 1.3217
Close 1.3453 1.3575 0.0122 0.9% 1.3575
Range 0.0132 0.0160 0.0028 21.2% 0.0387
ATR 0.0140 0.0142 0.0001 1.0% 0.0000
Volume 1,061 1,216 155 14.6% 4,074
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4021 1.3958 1.3663
R3 1.3861 1.3798 1.3619
R2 1.3701 1.3701 1.3604
R1 1.3638 1.3638 1.3590 1.3670
PP 1.3541 1.3541 1.3541 1.3557
S1 1.3478 1.3478 1.3560 1.3510
S2 1.3381 1.3381 1.3546
S3 1.3221 1.3318 1.3531
S4 1.3061 1.3158 1.3487
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4626 1.4488 1.3788
R3 1.4239 1.4101 1.3681
R2 1.3852 1.3852 1.3646
R1 1.3714 1.3714 1.3610 1.3783
PP 1.3465 1.3465 1.3465 1.3500
S1 1.3327 1.3327 1.3540 1.3396
S2 1.3078 1.3078 1.3504
S3 1.2691 1.2940 1.3469
S4 1.2304 1.2553 1.3362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3604 1.3217 0.0387 2.9% 0.0158 1.2% 93% True False 1,036
10 1.3604 1.2864 0.0740 5.5% 0.0152 1.1% 96% True False 814
20 1.3604 1.2864 0.0740 5.5% 0.0137 1.0% 96% True False 528
40 1.3604 1.2864 0.0740 5.5% 0.0121 0.9% 96% True False 300
60 1.4180 1.2864 0.1316 9.7% 0.0087 0.6% 54% False False 202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4284
2.618 1.4023
1.618 1.3863
1.000 1.3764
0.618 1.3703
HIGH 1.3604
0.618 1.3543
0.500 1.3524
0.382 1.3505
LOW 1.3444
0.618 1.3345
1.000 1.3284
1.618 1.3185
2.618 1.3025
4.250 1.2764
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 1.3558 1.3546
PP 1.3541 1.3516
S1 1.3524 1.3487

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

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