CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 1.3845 1.3850 0.0005 0.0% 1.3927
High 1.3845 1.3854 0.0009 0.1% 1.3927
Low 1.3845 1.3850 0.0005 0.0% 1.3709
Close 1.3845 1.3840 -0.0005 0.0% 1.3845
Range 0.0000 0.0004 0.0004 0.0218
ATR 0.0082 0.0077 -0.0005 -6.4% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3860 1.3854 1.3842
R3 1.3856 1.3850 1.3841
R2 1.3852 1.3852 1.3841
R1 1.3846 1.3846 1.3840 1.3847
PP 1.3848 1.3848 1.3848 1.3849
S1 1.3842 1.3842 1.3840 1.3843
S2 1.3844 1.3844 1.3839
S3 1.3840 1.3838 1.3839
S4 1.3836 1.3834 1.3838
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4481 1.4381 1.3965
R3 1.4263 1.4163 1.3905
R2 1.4045 1.4045 1.3885
R1 1.3945 1.3945 1.3865 1.3886
PP 1.3827 1.3827 1.3827 1.3798
S1 1.3727 1.3727 1.3825 1.3668
S2 1.3609 1.3609 1.3805
S3 1.3391 1.3509 1.3785
S4 1.3173 1.3291 1.3725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3875 1.3709 0.0166 1.2% 0.0001 0.0% 79% False False 1
10 1.3927 1.3694 0.0233 1.7% 0.0000 0.0% 63% False False 2
20 1.4020 1.3694 0.0326 2.4% 0.0007 0.1% 45% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.3871
2.618 1.3864
1.618 1.3860
1.000 1.3858
0.618 1.3856
HIGH 1.3854
0.618 1.3852
0.500 1.3852
0.382 1.3852
LOW 1.3850
0.618 1.3848
1.000 1.3846
1.618 1.3844
2.618 1.3840
4.250 1.3833
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 1.3852 1.3860
PP 1.3848 1.3853
S1 1.3844 1.3847

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

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