CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 1.4450 1.4505 0.0055 0.4% 1.4300
High 1.4525 1.4505 -0.0020 -0.1% 1.4525
Low 1.4450 1.4505 0.0055 0.4% 1.4289
Close 1.4538 1.4500 -0.0038 -0.3% 1.4538
Range 0.0075 0.0000 -0.0075 -100.0% 0.0236
ATR 0.0096 0.0092 -0.0005 -4.7% 0.0000
Volume 16 7 -9 -56.3% 43
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4503 1.4502 1.4500
R3 1.4503 1.4502 1.4500
R2 1.4503 1.4503 1.4500
R1 1.4502 1.4502 1.4500 1.4503
PP 1.4503 1.4503 1.4503 1.4504
S1 1.4502 1.4502 1.4500 1.4503
S2 1.4503 1.4503 1.4500
S3 1.4503 1.4502 1.4500
S4 1.4503 1.4502 1.4500
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5159 1.5084 1.4668
R3 1.4923 1.4848 1.4603
R2 1.4687 1.4687 1.4581
R1 1.4612 1.4612 1.4560 1.4650
PP 1.4451 1.4451 1.4451 1.4469
S1 1.4376 1.4376 1.4516 1.4414
S2 1.4215 1.4215 1.4495
S3 1.3979 1.4140 1.4473
S4 1.3743 1.3904 1.4408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4525 1.4289 0.0236 1.6% 0.0033 0.2% 89% False False 10
10 1.4525 1.3911 0.0614 4.2% 0.0029 0.2% 96% False False 10
20 1.4525 1.3911 0.0614 4.2% 0.0034 0.2% 96% False False 9
40 1.4735 1.3911 0.0824 5.7% 0.0043 0.3% 71% False False 7
60 1.4735 1.3788 0.0947 6.5% 0.0032 0.2% 75% False False 7
80 1.4735 1.3415 0.1320 9.1% 0.0024 0.2% 82% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4505
2.618 1.4505
1.618 1.4505
1.000 1.4505
0.618 1.4505
HIGH 1.4505
0.618 1.4505
0.500 1.4505
0.382 1.4505
LOW 1.4505
0.618 1.4505
1.000 1.4505
1.618 1.4505
2.618 1.4505
4.250 1.4505
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 1.4505 1.4476
PP 1.4503 1.4451
S1 1.4502 1.4427

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

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