CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 1.4156 1.4029 -0.0127 -0.9% 1.4159
High 1.4176 1.4097 -0.0079 -0.6% 1.4229
Low 1.4036 1.4000 -0.0036 -0.3% 1.4035
Close 1.4051 1.4078 0.0027 0.2% 1.4051
Range 0.0140 0.0097 -0.0043 -30.7% 0.0194
ATR 0.0132 0.0130 -0.0003 -1.9% 0.0000
Volume 234,661 227,354 -7,307 -3.1% 1,274,636
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4349 1.4311 1.4131
R3 1.4252 1.4214 1.4105
R2 1.4155 1.4155 1.4096
R1 1.4117 1.4117 1.4087 1.4136
PP 1.4058 1.4058 1.4058 1.4068
S1 1.4020 1.4020 1.4069 1.4039
S2 1.3961 1.3961 1.4060
S3 1.3864 1.3923 1.4051
S4 1.3767 1.3826 1.4025
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4687 1.4563 1.4158
R3 1.4493 1.4369 1.4104
R2 1.4299 1.4299 1.4087
R1 1.4175 1.4175 1.4069 1.4140
PP 1.4105 1.4105 1.4105 1.4088
S1 1.3981 1.3981 1.4033 1.3946
S2 1.3911 1.3911 1.4015
S3 1.3717 1.3787 1.3998
S4 1.3523 1.3593 1.3944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4229 1.4000 0.0229 1.6% 0.0121 0.9% 34% False True 254,231
10 1.4229 1.3836 0.0393 2.8% 0.0139 1.0% 62% False False 283,558
20 1.4229 1.3729 0.0500 3.6% 0.0127 0.9% 70% False False 192,463
40 1.4229 1.3411 0.0818 5.8% 0.0126 0.9% 82% False False 96,830
60 1.4229 1.2864 0.1365 9.7% 0.0131 0.9% 89% False False 64,772
80 1.4229 1.2864 0.1365 9.7% 0.0125 0.9% 89% False False 48,609
100 1.4229 1.2864 0.1365 9.7% 0.0109 0.8% 89% False False 38,889
120 1.4229 1.2864 0.1365 9.7% 0.0092 0.7% 89% False False 32,409
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4509
2.618 1.4351
1.618 1.4254
1.000 1.4194
0.618 1.4157
HIGH 1.4097
0.618 1.4060
0.500 1.4049
0.382 1.4037
LOW 1.4000
0.618 1.3940
1.000 1.3903
1.618 1.3843
2.618 1.3746
4.250 1.3588
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 1.4068 1.4101
PP 1.4058 1.4093
S1 1.4049 1.4086

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

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