CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 1.4089 1.4270 0.0181 1.3% 1.4089
High 1.4262 1.4383 0.0121 0.8% 1.4262
Low 1.4086 1.4221 0.0135 1.0% 1.3925
Close 1.4231 1.4341 0.0110 0.8% 1.4231
Range 0.0176 0.0162 -0.0014 -8.0% 0.0337
ATR 0.0157 0.0158 0.0000 0.2% 0.0000
Volume 4,627 2,310 -2,317 -50.1% 14,939
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 1.4801 1.4733 1.4430
R3 1.4639 1.4571 1.4386
R2 1.4477 1.4477 1.4371
R1 1.4409 1.4409 1.4356 1.4443
PP 1.4315 1.4315 1.4315 1.4332
S1 1.4247 1.4247 1.4326 1.4281
S2 1.4153 1.4153 1.4311
S3 1.3991 1.4085 1.4296
S4 1.3829 1.3923 1.4252
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.5150 1.5028 1.4416
R3 1.4813 1.4691 1.4324
R2 1.4476 1.4476 1.4293
R1 1.4354 1.4354 1.4262 1.4415
PP 1.4139 1.4139 1.4139 1.4170
S1 1.4017 1.4017 1.4200 1.4078
S2 1.3802 1.3802 1.4169
S3 1.3465 1.3680 1.4138
S4 1.3128 1.3343 1.4046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4383 1.3962 0.0421 2.9% 0.0138 1.0% 90% True False 3,211
10 1.4383 1.3925 0.0458 3.2% 0.0139 1.0% 91% True False 2,137
20 1.4875 1.3925 0.0950 6.6% 0.0174 1.2% 44% False False 1,593
40 1.4875 1.3925 0.0950 6.6% 0.0147 1.0% 44% False False 1,041
60 1.4875 1.3720 0.1155 8.1% 0.0132 0.9% 54% False False 783
80 1.4875 1.3395 0.1480 10.3% 0.0109 0.8% 64% False False 593
100 1.4875 1.2838 0.2037 14.2% 0.0094 0.7% 74% False False 476
120 1.4875 1.2838 0.2037 14.2% 0.0081 0.6% 74% False False 397
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5072
2.618 1.4807
1.618 1.4645
1.000 1.4545
0.618 1.4483
HIGH 1.4383
0.618 1.4321
0.500 1.4302
0.382 1.4283
LOW 1.4221
0.618 1.4121
1.000 1.4059
1.618 1.3959
2.618 1.3797
4.250 1.3533
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 1.4328 1.4297
PP 1.4315 1.4252
S1 1.4302 1.4208

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

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