CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 1.3709 1.3875 0.0166 1.2% 1.3951
High 1.3709 1.3875 0.0166 1.2% 1.3951
Low 1.3709 1.3875 0.0166 1.2% 1.3694
Close 1.3709 1.3875 0.0166 1.2% 1.3879
Range
ATR 0.0080 0.0086 0.0006 7.7% 0.0000
Volume 1 1 0 0.0% 22
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.3875 1.3875 1.3875
R3 1.3875 1.3875 1.3875
R2 1.3875 1.3875 1.3875
R1 1.3875 1.3875 1.3875 1.3875
PP 1.3875 1.3875 1.3875 1.3875
S1 1.3875 1.3875 1.3875 1.3875
S2 1.3875 1.3875 1.3875
S3 1.3875 1.3875 1.3875
S4 1.3875 1.3875 1.3875
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4612 1.4503 1.4020
R3 1.4355 1.4246 1.3950
R2 1.4098 1.4098 1.3926
R1 1.3989 1.3989 1.3903 1.3915
PP 1.3841 1.3841 1.3841 1.3805
S1 1.3732 1.3732 1.3855 1.3658
S2 1.3584 1.3584 1.3832
S3 1.3327 1.3475 1.3808
S4 1.3070 1.3218 1.3738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3927 1.3709 0.0218 1.6% 0.0000 0.0% 76% False False 1
10 1.4020 1.3694 0.0326 2.3% 0.0000 0.0% 56% False False 2
20 1.4020 1.3656 0.0364 2.6% 0.0007 0.0% 60% False False 3
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3875
2.618 1.3875
1.618 1.3875
1.000 1.3875
0.618 1.3875
HIGH 1.3875
0.618 1.3875
0.500 1.3875
0.382 1.3875
LOW 1.3875
0.618 1.3875
1.000 1.3875
1.618 1.3875
2.618 1.3875
4.250 1.3875
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 1.3875 1.3847
PP 1.3875 1.3820
S1 1.3875 1.3792

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

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