CME Euro FX (E) Future September 2011


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Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 1.4021 1.4103 0.0082 0.6% 1.4312
High 1.4190 1.4187 -0.0003 0.0% 1.4377
Low 1.4000 1.4076 0.0076 0.5% 1.4018
Close 1.4138 1.4176 0.0038 0.3% 1.4058
Range 0.0190 0.0111 -0.0079 -41.6% 0.0359
ATR 0.0169 0.0165 -0.0004 -2.5% 0.0000
Volume 1,084 793 -291 -26.8% 4,870
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 1.4479 1.4439 1.4237
R3 1.4368 1.4328 1.4207
R2 1.4257 1.4257 1.4196
R1 1.4217 1.4217 1.4186 1.4237
PP 1.4146 1.4146 1.4146 1.4157
S1 1.4106 1.4106 1.4166 1.4126
S2 1.4035 1.4035 1.4156
S3 1.3924 1.3995 1.4145
S4 1.3813 1.3884 1.4115
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.5228 1.5002 1.4255
R3 1.4869 1.4643 1.4157
R2 1.4510 1.4510 1.4124
R1 1.4284 1.4284 1.4091 1.4218
PP 1.4151 1.4151 1.4151 1.4118
S1 1.3925 1.3925 1.4025 1.3859
S2 1.3792 1.3792 1.3992
S3 1.3433 1.3566 1.3959
S4 1.3074 1.3207 1.3861
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4366 1.4000 0.0366 2.6% 0.0193 1.4% 48% False False 949
10 1.4875 1.4000 0.0875 6.2% 0.0208 1.5% 20% False False 1,048
20 1.4875 1.4000 0.0875 6.2% 0.0170 1.2% 20% False False 863
40 1.4875 1.3970 0.0905 6.4% 0.0140 1.0% 23% False False 609
60 1.4875 1.3587 0.1288 9.1% 0.0115 0.8% 46% False False 446
80 1.4875 1.3395 0.1480 10.4% 0.0096 0.7% 53% False False 337
100 1.4875 1.2838 0.2037 14.4% 0.0083 0.6% 66% False False 270
120 1.4875 1.2838 0.2037 14.4% 0.0070 0.5% 66% False False 225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0053
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.4659
2.618 1.4478
1.618 1.4367
1.000 1.4298
0.618 1.4256
HIGH 1.4187
0.618 1.4145
0.500 1.4132
0.382 1.4118
LOW 1.4076
0.618 1.4007
1.000 1.3965
1.618 1.3896
2.618 1.3785
4.250 1.3604
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 1.4161 1.4165
PP 1.4146 1.4154
S1 1.4132 1.4143

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

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