CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 1.3334 1.3195 -0.0139 -1.0% 1.3600
High 1.3395 1.3220 -0.0175 -1.3% 1.3600
Low 1.3334 1.3195 -0.0139 -1.0% 1.3195
Close 1.3290 1.3229 -0.0061 -0.5% 1.3229
Range 0.0061 0.0025 -0.0036 -59.0% 0.0405
ATR 0.0094 0.0094 0.0000 0.1% 0.0000
Volume 37 10 -27 -73.0% 59
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3290 1.3284 1.3243
R3 1.3265 1.3259 1.3236
R2 1.3240 1.3240 1.3234
R1 1.3234 1.3234 1.3231 1.3237
PP 1.3215 1.3215 1.3215 1.3216
S1 1.3209 1.3209 1.3227 1.3212
S2 1.3190 1.3190 1.3224
S3 1.3165 1.3184 1.3222
S4 1.3140 1.3159 1.3215
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4556 1.4298 1.3452
R3 1.4151 1.3893 1.3340
R2 1.3746 1.3746 1.3303
R1 1.3488 1.3488 1.3266 1.3415
PP 1.3341 1.3341 1.3341 1.3305
S1 1.3083 1.3083 1.3192 1.3010
S2 1.2936 1.2936 1.3155
S3 1.2531 1.2678 1.3118
S4 1.2126 1.2273 1.3006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3640 1.3195 0.0445 3.4% 0.0027 0.2% 8% False True 12
10 1.3690 1.3195 0.0495 3.7% 0.0024 0.2% 7% False True 9
20 1.4180 1.3195 0.0985 7.4% 0.0023 0.2% 3% False True 8
40 1.4180 1.3195 0.0985 7.4% 0.0015 0.1% 3% False True 6
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 1.3326
2.618 1.3285
1.618 1.3260
1.000 1.3245
0.618 1.3235
HIGH 1.3220
0.618 1.3210
0.500 1.3208
0.382 1.3205
LOW 1.3195
0.618 1.3180
1.000 1.3170
1.618 1.3155
2.618 1.3130
4.250 1.3089
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 1.3222 1.3295
PP 1.3215 1.3273
S1 1.3208 1.3251

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

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