CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 1.4088 1.3895 -0.0193 -1.4% 1.3850
High 1.4088 1.3895 -0.0193 -1.4% 1.4180
Low 1.3984 1.3895 -0.0089 -0.6% 1.3850
Close 1.3996 1.3878 -0.0118 -0.8% 1.3996
Range 0.0104 0.0000 -0.0104 -100.0% 0.0330
ATR 0.0090 0.0091 0.0001 0.9% 0.0000
Volume 25 25 0 0.0% 37
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3889 1.3884 1.3878
R3 1.3889 1.3884 1.3878
R2 1.3889 1.3889 1.3878
R1 1.3884 1.3884 1.3878 1.3887
PP 1.3889 1.3889 1.3889 1.3891
S1 1.3884 1.3884 1.3878 1.3887
S2 1.3889 1.3889 1.3878
S3 1.3889 1.3884 1.3878
S4 1.3889 1.3884 1.3878
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4999 1.4827 1.4178
R3 1.4669 1.4497 1.4087
R2 1.4339 1.4339 1.4057
R1 1.4167 1.4167 1.4026 1.4253
PP 1.4009 1.4009 1.4009 1.4052
S1 1.3837 1.3837 1.3966 1.3923
S2 1.3679 1.3679 1.3936
S3 1.3349 1.3507 1.3905
S4 1.3019 1.3177 1.3815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4180 1.3895 0.0285 2.1% 0.0025 0.2% -6% False True 12
10 1.4180 1.3709 0.0471 3.4% 0.0013 0.1% 36% False False 6
20 1.4180 1.3694 0.0486 3.5% 0.0006 0.0% 38% False False 5
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3895
2.618 1.3895
1.618 1.3895
1.000 1.3895
0.618 1.3895
HIGH 1.3895
0.618 1.3895
0.500 1.3895
0.382 1.3895
LOW 1.3895
0.618 1.3895
1.000 1.3895
1.618 1.3895
2.618 1.3895
4.250 1.3895
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 1.3895 1.4038
PP 1.3889 1.3984
S1 1.3884 1.3931

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

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