CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 23-Nov-2010

Day Change Summary
	Previous	Current
	22-Nov-2010	23-Nov-2010	Change	Change %	Previous Week
Open	1.3600	1.3380	-0.0220	-1.6%	1.3600
High	1.3600	1.3380	-0.0220	-1.6%	1.3640
Low	1.3600	1.3360	-0.0240	-1.8%	1.3450
Close	1.3581	1.3347	-0.0234	-1.7%	1.3637
Range	0.0000	0.0020	0.0020		0.0190
ATR	0.0087	0.0096	0.0010	11.0%	0.0000
Volume	10	2	-8	-80.0%	29

Daily Pivots for day following 23-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3422	1.3405	1.3358
R3	1.3402	1.3385	1.3353
R2	1.3382	1.3382	1.3351
R1	1.3365	1.3365	1.3349	1.3364
PP	1.3362	1.3362	1.3362	1.3362
S1	1.3345	1.3345	1.3345	1.3344
S2	1.3342	1.3342	1.3343
S3	1.3322	1.3325	1.3342
S4	1.3302	1.3305	1.3336

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4146	1.4081	1.3742
R3	1.3956	1.3891	1.3689
R2	1.3766	1.3766	1.3672
R1	1.3701	1.3701	1.3654	1.3734
PP	1.3576	1.3576	1.3576	1.3592
S1	1.3511	1.3511	1.3620	1.3544
S2	1.3386	1.3386	1.3602
S3	1.3196	1.3321	1.3585
S4	1.3006	1.3131	1.3533

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3640	1.3360	0.0280	2.1%	0.0020	0.2%	-5%	False	True	4
10	1.3690	1.3360	0.0330	2.5%	0.0018	0.1%	-4%	False	True	5
20	1.4180	1.3360	0.0820	6.1%	0.0019	0.1%	-2%	False	True	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3465
2.618	1.3432
1.618	1.3412
1.000	1.3400
0.618	1.3392
HIGH	1.3380
0.618	1.3372
0.500	1.3370
0.382	1.3368
LOW	1.3360
0.618	1.3348
1.000	1.3340
1.618	1.3328
2.618	1.3308
4.250	1.3275

Fisher Pivots for day following 23-Nov-2010
Pivot	1 day	3 day
R1	1.3370	1.3500
PP	1.3362	1.3449
S1	1.3355	1.3398

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols