CME Euro FX (E) Future June 2011

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

Day Change Summary
	Previous	Current
	22-Dec-2010	23-Dec-2010	Change	Change %	Previous Week
Open	1.3070	1.3099	0.0029	0.2%	1.3200
High	1.3162	1.3136	-0.0026	-0.2%	1.3484
Low	1.3067	1.3045	-0.0022	-0.2%	1.3129
Close	1.3075	1.3104	0.0029	0.2%	1.3166
Range	0.0095	0.0091	-0.0004	-4.2%	0.0355
ATR	0.0117	0.0115	-0.0002	-1.6%	0.0000
Volume	287	404	117	40.8%	683

Daily Pivots for day following 23-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3368	1.3327	1.3154
R3	1.3277	1.3236	1.3129
R2	1.3186	1.3186	1.3121
R1	1.3145	1.3145	1.3112	1.3166
PP	1.3095	1.3095	1.3095	1.3105
S1	1.3054	1.3054	1.3096	1.3075
S2	1.3004	1.3004	1.3087
S3	1.2913	1.2963	1.3079
S4	1.2822	1.2872	1.3054

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4325	1.4100	1.3361
R3	1.3970	1.3745	1.3264
R2	1.3615	1.3615	1.3231
R1	1.3390	1.3390	1.3199	1.3325
PP	1.3260	1.3260	1.3260	1.3227
S1	1.3035	1.3035	1.3133	1.2970
S2	1.2905	1.2905	1.3101
S3	1.2550	1.2680	1.3068
S4	1.2195	1.2325	1.2971

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3333	1.3045	0.0288	2.2%	0.0115	0.9%	20%	False	True	207
10	1.3484	1.3045	0.0439	3.4%	0.0126	1.0%	13%	False	True	162
20	1.3484	1.2960	0.0524	4.0%	0.0108	0.8%	27%	False	False	90
40	1.4180	1.2960	0.1220	9.3%	0.0065	0.5%	12%	False	False	49

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3523
2.618	1.3374
1.618	1.3283
1.000	1.3227
0.618	1.3192
HIGH	1.3136
0.618	1.3101
0.500	1.3091
0.382	1.3080
LOW	1.3045
0.618	1.2989
1.000	1.2954
1.618	1.2898
2.618	1.2807
4.250	1.2658

Fisher Pivots for day following 23-Dec-2010
Pivot	1 day	3 day
R1	1.3100	1.3113
PP	1.3095	1.3110
S1	1.3091	1.3107

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