CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 1.3600 1.3453 -0.0147 -1.1% 1.3895
High 1.3600 1.3453 -0.0147 -1.1% 1.3895
Low 1.3547 1.3453 -0.0094 -0.7% 1.3614
Close 1.3564 1.3453 -0.0111 -0.8% 1.3655
Range 0.0053 0.0000 -0.0053 -100.0% 0.0281
ATR 0.0096 0.0097 0.0001 1.1% 0.0000
Volume 6 12 6 100.0% 35
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3453 1.3453 1.3453
R3 1.3453 1.3453 1.3453
R2 1.3453 1.3453 1.3453
R1 1.3453 1.3453 1.3453 1.3453
PP 1.3453 1.3453 1.3453 1.3453
S1 1.3453 1.3453 1.3453 1.3453
S2 1.3453 1.3453 1.3453
S3 1.3453 1.3453 1.3453
S4 1.3453 1.3453 1.3453
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4564 1.4391 1.3810
R3 1.4283 1.4110 1.3732
R2 1.4002 1.4002 1.3707
R1 1.3829 1.3829 1.3681 1.3775
PP 1.3721 1.3721 1.3721 1.3695
S1 1.3548 1.3548 1.3629 1.3494
S2 1.3440 1.3440 1.3603
S3 1.3159 1.3267 1.3578
S4 1.2878 1.2986 1.3500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3690 1.3453 0.0237 1.8% 0.0016 0.1% 0% False True 5
10 1.4180 1.3453 0.0727 5.4% 0.0027 0.2% 0% False True 8
20 1.4180 1.3453 0.0727 5.4% 0.0013 0.1% 0% False True 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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3453
2.618 1.3453
1.618 1.3453
1.000 1.3453
0.618 1.3453
HIGH 1.3453
0.618 1.3453
0.500 1.3453
0.382 1.3453
LOW 1.3453
0.618 1.3453
1.000 1.3453
1.618 1.3453
2.618 1.3453
4.250 1.3453
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 1.3453 1.3572
PP 1.3453 1.3532
S1 1.3453 1.3493

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

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