CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 1.4731 1.4400 -0.0331 -2.2% 1.4735
High 1.4731 1.4400 -0.0331 -2.2% 1.4735
Low 1.4417 1.4250 -0.0167 -1.2% 1.4250
Close 1.4415 1.4229 -0.0186 -1.3% 1.4229
Range 0.0314 0.0150 -0.0164 -52.2% 0.0485
ATR 0.0086 0.0091 0.0006 6.6% 0.0000
Volume 16 15 -1 -6.3% 50
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.4743 1.4636 1.4312
R3 1.4593 1.4486 1.4270
R2 1.4443 1.4443 1.4257
R1 1.4336 1.4336 1.4243 1.4315
PP 1.4293 1.4293 1.4293 1.4282
S1 1.4186 1.4186 1.4215 1.4165
S2 1.4143 1.4143 1.4202
S3 1.3993 1.4036 1.4188
S4 1.3843 1.3886 1.4147
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.5860 1.5529 1.4496
R3 1.5375 1.5044 1.4362
R2 1.4890 1.4890 1.4318
R1 1.4559 1.4559 1.4273 1.4482
PP 1.4405 1.4405 1.4405 1.4366
S1 1.4074 1.4074 1.4185 1.3997
S2 1.3920 1.3920 1.4140
S3 1.3435 1.3589 1.4096
S4 1.2950 1.3104 1.3962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4735 1.4250 0.0485 3.4% 0.0102 0.7% -4% False True 10
10 1.4735 1.4250 0.0485 3.4% 0.0066 0.5% -4% False True 5
20 1.4735 1.4074 0.0661 4.6% 0.0053 0.4% 23% False False 5
40 1.4735 1.3788 0.0947 6.7% 0.0031 0.2% 47% False False 6
60 1.4735 1.3415 0.1320 9.3% 0.0021 0.2% 62% False False 4
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5038
2.618 1.4793
1.618 1.4643
1.000 1.4550
0.618 1.4493
HIGH 1.4400
0.618 1.4343
0.500 1.4325
0.382 1.4307
LOW 1.4250
0.618 1.4157
1.000 1.4100
1.618 1.4007
2.618 1.3857
4.250 1.3613
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 1.4325 1.4491
PP 1.4293 1.4403
S1 1.4261 1.4316

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

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