CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 15-Dec-2010

Day Change Summary
	Previous	Current
	14-Dec-2010	15-Dec-2010	Change	Change %	Previous Week
Open	1.3369	1.3349	-0.0020	-0.1%	1.3269
High	1.3484	1.3366	-0.0118	-0.9%	1.3369
Low	1.3356	1.3202	-0.0154	-1.2%	1.3170
Close	1.3375	1.3203	-0.0172	-1.3%	1.3214
Range	0.0128	0.0164	0.0036	28.1%	0.0199
ATR	0.0115	0.0119	0.0004	3.6%	0.0000
Volume	68	137	69	101.5%	95

Daily Pivots for day following 15-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3749	1.3640	1.3293
R3	1.3585	1.3476	1.3248
R2	1.3421	1.3421	1.3233
R1	1.3312	1.3312	1.3218	1.3285
PP	1.3257	1.3257	1.3257	1.3243
S1	1.3148	1.3148	1.3188	1.3121
S2	1.3093	1.3093	1.3173
S3	1.2929	1.2984	1.3158
S4	1.2765	1.2820	1.3113

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3848	1.3730	1.3323
R3	1.3649	1.3531	1.3269
R2	1.3450	1.3450	1.3250
R1	1.3332	1.3332	1.3232	1.3292
PP	1.3251	1.3251	1.3251	1.3231
S1	1.3133	1.3133	1.3196	1.3093
S2	1.3052	1.3052	1.3178
S3	1.2853	1.2934	1.3159
S4	1.2654	1.2735	1.3105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3484	1.3170	0.0314	2.4%	0.0135	1.0%	11%	False	False	70
10	1.3484	1.3170	0.0314	2.4%	0.0107	0.8%	11%	False	False	40
20	1.3640	1.2960	0.0680	5.2%	0.0084	0.6%	36%	False	False	27
40	1.4180	1.2960	0.1220	9.2%	0.0049	0.4%	20%	False	False	16

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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4063
2.618	1.3795
1.618	1.3631
1.000	1.3530
0.618	1.3467
HIGH	1.3366
0.618	1.3303
0.500	1.3284
0.382	1.3265
LOW	1.3202
0.618	1.3101
1.000	1.3038
1.618	1.2937
2.618	1.2773
4.250	1.2505

Fisher Pivots for day following 15-Dec-2010
Pivot	1 day	3 day
R1	1.3284	1.3342
PP	1.3257	1.3295
S1	1.3230	1.3249

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