CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 1.4229 1.4267 0.0038 0.3% 1.4735
High 1.4275 1.4267 -0.0008 -0.1% 1.4735
Low 1.4200 1.4218 0.0018 0.1% 1.4250
Close 1.4234 1.4292 0.0058 0.4% 1.4229
Range 0.0075 0.0049 -0.0026 -34.7% 0.0485
ATR 0.0090 0.0087 -0.0003 -3.3% 0.0000
Volume 5 37 32 640.0% 50
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 1.4406 1.4398 1.4319
R3 1.4357 1.4349 1.4305
R2 1.4308 1.4308 1.4301
R1 1.4300 1.4300 1.4296 1.4304
PP 1.4259 1.4259 1.4259 1.4261
S1 1.4251 1.4251 1.4288 1.4255
S2 1.4210 1.4210 1.4283
S3 1.4161 1.4202 1.4279
S4 1.4112 1.4153 1.4265
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 1.4731 1.4200 0.0531 3.7% 0.0118 0.8% 17% False False 15
10 1.4735 1.4200 0.0535 3.7% 0.0078 0.5% 17% False False 9
20 1.4735 1.4074 0.0661 4.6% 0.0058 0.4% 33% False False 7
40 1.4735 1.3788 0.0947 6.6% 0.0033 0.2% 53% False False 7
60 1.4735 1.3415 0.1320 9.2% 0.0023 0.2% 66% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4475
2.618 1.4395
1.618 1.4346
1.000 1.4316
0.618 1.4297
HIGH 1.4267
0.618 1.4248
0.500 1.4243
0.382 1.4237
LOW 1.4218
0.618 1.4188
1.000 1.4169
1.618 1.4139
2.618 1.4090
4.250 1.4010
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 1.4276 1.4300
PP 1.4259 1.4297
S1 1.4243 1.4295

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

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