CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 1.3987 1.4055 0.0068 0.5% 1.3927
High 1.3987 1.4055 0.0068 0.5% 1.3927
Low 1.3987 1.4055 0.0068 0.5% 1.3709
Close 1.3987 1.4055 0.0068 0.5% 1.3845
Range
ATR 0.0082 0.0081 -0.0001 -1.2% 0.0000
Volume 5 3 -2 -40.0% 6
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4055 1.4055 1.4055
R3 1.4055 1.4055 1.4055
R2 1.4055 1.4055 1.4055
R1 1.4055 1.4055 1.4055 1.4055
PP 1.4055 1.4055 1.4055 1.4055
S1 1.4055 1.4055 1.4055 1.4055
S2 1.4055 1.4055 1.4055
S3 1.4055 1.4055 1.4055
S4 1.4055 1.4055 1.4055
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 1.4055 1.3845 0.0210 1.5% 0.0001 0.0% 100% True False 2
10 1.4055 1.3709 0.0346 2.5% 0.0000 0.0% 100% True False 2
20 1.4055 1.3694 0.0361 2.6% 0.0004 0.0% 100% True False 4
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 1.4055
2.618 1.4055
1.618 1.4055
1.000 1.4055
0.618 1.4055
HIGH 1.4055
0.618 1.4055
0.500 1.4055
0.382 1.4055
LOW 1.4055
0.618 1.4055
1.000 1.4055
1.618 1.4055
2.618 1.4055
4.250 1.4055
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 1.4055 1.4021
PP 1.4055 1.3987
S1 1.4055 1.3953

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

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