CME Euro FX (E) Future December 2011


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 1.4094 1.4060 -0.0034 -0.2% 1.4229
High 1.4127 1.4099 -0.0028 -0.2% 1.4275
Low 1.4094 1.4060 -0.0034 -0.2% 1.4035
Close 1.4090 1.4129 0.0039 0.3% 1.4011
Range 0.0033 0.0039 0.0006 18.2% 0.0240
ATR 0.0093 0.0089 -0.0004 -4.1% 0.0000
Volume 1 3 2 200.0% 54
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 1.4213 1.4210 1.4150
R3 1.4174 1.4171 1.4140
R2 1.4135 1.4135 1.4136
R1 1.4132 1.4132 1.4133 1.4134
PP 1.4096 1.4096 1.4096 1.4097
S1 1.4093 1.4093 1.4125 1.4095
S2 1.4057 1.4057 1.4122
S3 1.4018 1.4054 1.4118
S4 1.3979 1.4015 1.4108
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.4827 1.4659 1.4143
R3 1.4587 1.4419 1.4077
R2 1.4347 1.4347 1.4055
R1 1.4179 1.4179 1.4033 1.4143
PP 1.4107 1.4107 1.4107 1.4089
S1 1.3939 1.3939 1.3989 1.3903
S2 1.3867 1.3867 1.3967
S3 1.3627 1.3699 1.3945
S4 1.3387 1.3459 1.3879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4135 1.4035 0.0100 0.7% 0.0014 0.1% 94% False False 3
10 1.4731 1.4035 0.0696 4.9% 0.0066 0.5% 14% False False 9
20 1.4735 1.4035 0.0700 5.0% 0.0054 0.4% 13% False False 7
40 1.4735 1.3990 0.0745 5.3% 0.0031 0.2% 19% False False 6
60 1.4735 1.3582 0.1153 8.2% 0.0025 0.2% 47% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4265
2.618 1.4201
1.618 1.4162
1.000 1.4138
0.618 1.4123
HIGH 1.4099
0.618 1.4084
0.500 1.4080
0.382 1.4075
LOW 1.4060
0.618 1.4036
1.000 1.4021
1.618 1.3997
2.618 1.3958
4.250 1.3894
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 1.4113 1.4113
PP 1.4096 1.4097
S1 1.4080 1.4081

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

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