CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 01-Dec-2010

Day Change Summary
	Previous	Current
	30-Nov-2010	01-Dec-2010	Change	Change %	Previous Week
Open	1.3000	1.2975	-0.0025	-0.2%	1.3600
High	1.3019	1.3132	0.0113	0.9%	1.3600
Low	1.2960	1.2975	0.0015	0.1%	1.3195
Close	1.3001	1.3119	0.0118	0.9%	1.3229
Range	0.0059	0.0157	0.0098	166.1%	0.0405
ATR	0.0104	0.0108	0.0004	3.6%	0.0000
Volume	18	47	29	161.1%	59

Daily Pivots for day following 01-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3546	1.3490	1.3205
R3	1.3389	1.3333	1.3162
R2	1.3232	1.3232	1.3148
R1	1.3176	1.3176	1.3133	1.3204
PP	1.3075	1.3075	1.3075	1.3090
S1	1.3019	1.3019	1.3105	1.3047
S2	1.2918	1.2918	1.3090
S3	1.2761	1.2862	1.3076
S4	1.2604	1.2705	1.3033

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	1.3395	1.2960	0.0435	3.3%	0.0100	0.8%	37%	False	False	25
10	1.3640	1.2960	0.0680	5.2%	0.0060	0.5%	23%	False	False	15
20	1.4180	1.2960	0.1220	9.3%	0.0043	0.3%	13%	False	False	11
40	1.4180	1.2960	0.1220	9.3%	0.0025	0.2%	13%	False	False	7

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3799
2.618	1.3543
1.618	1.3386
1.000	1.3289
0.618	1.3229
HIGH	1.3132
0.618	1.3072
0.500	1.3054
0.382	1.3035
LOW	1.2975
0.618	1.2878
1.000	1.2818
1.618	1.2721
2.618	1.2564
4.250	1.2308

Fisher Pivots for day following 01-Dec-2010
Pivot	1 day	3 day
R1	1.3097	1.3114
PP	1.3075	1.3110
S1	1.3054	1.3105

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