CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 18-Jan-2011

6EM11 began trading on 09/30/2010 and has 76 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 03/22/2011.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.13)

Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.22

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 1.18x

ATR(14) %: 1.1%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	14-Jan-2011	18-Jan-2011	Change	Change %	Previous Week
Open	1.3335	1.3319	-0.0016	-0.1%	1.2895
High	1.3429	1.3445	0.0016	0.1%	1.3429
Low	1.3299	1.3217	-0.0082	-0.6%	1.2864
Close	1.3340	1.3367	0.0027	0.2%	1.3340
Range	0.0130	0.0228	0.0098	75.4%	0.0565
ATR(14)	0.0135	0.0142	0.0007	4.9%	0.0135
Volume	1,107	439	-668	-60.3%	3,659

Multi-Period Performance

1-Month (21d)

1.2%

3-Month (63d)

-4.2%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

0.1%

52-Week Range

52W Low: 1.2864 (3.9%)

Position (38%)

52W High: 1.4180 (5.7%)

Daily Pivots for day following 18-Jan-2011

Level	Classic	Woodie	Camarilla	DeMark
R4	1.4027	1.3925	1.3492
R3	1.3799	1.3697	1.3430
R2	1.3571	1.3571	1.3409
R1	1.3469	1.3469	1.3388	1.3520
PP	1.3343	1.3343	1.3343	1.3369
S1	1.3241	1.3241	1.3346	1.3292
S2	1.3115	1.3115	1.3325
S3	1.2887	1.3013	1.3304
S4	1.2659	1.2785	1.3242

Weekly Pivots for week ending 14-Jan-2011

Level	Classic	Woodie	Camarilla	DeMark
R4	1.4906	1.4688	1.3651
R3	1.4341	1.4123	1.3495
R2	1.3776	1.3776	1.3444
R1	1.3558	1.3558	1.3392	1.3667
PP	1.3211	1.3211	1.3211	1.3266
S1	1.2993	1.2993	1.3288	1.3102
S2	1.2646	1.2646	1.3236
S3	1.2081	1.2428	1.3185
S4	1.1516	1.1863	1.3029

Fisher Pivots for day following 18-Jan-2011

Pivot	1 Day	3 Day
R1	1.3355	1.3333
PP	1.3343	1.3298
S1	1.3331	1.3264

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1.4414
2.618	1.4042
1.618	1.3814
1.000	1.3673
0.618	1.3586
HIGH	1.3445
0.618	1.3358
0.500	1.3331
0.382	1.3304
LOW	1.3217
0.618	1.3076
1.000	1.2989
1.618	1.2848
2.618	1.2620
4.250	1.2248

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	1.3869
38.2%	1.3677
50.0%	1.3522
61.8%	1.3367
78.6%	1.3146

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	1.3223	0.0144	1.1%	Above
10-Day SMA	1.3141	0.0226	1.7%	Above
20-Day SMA	1.3161	0.0207	1.6%	Above
50-Day SMA	1.3308	0.0059	0.4%	Above
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 1.3447

Middle: 1.3161

Lower: 1.2874

Bandwidth: 4.4%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

58.03

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-0.00

Signal: -0.01 · Hist: 0.00

Stochastic (14, 3)

Neutral

%K: 86.57

%D: 84.89

StochRSI (14)

Neutral

%K: 100.00

%D: 81.29

ADX (14) & Trend

Neutral

12.94

+DI: 34.88 · -DI: 26.45

CCI (20)

Oversold

106.00

Range -100 to +100

Williams %R (14)

Neutral

-13.43

Range -100 to 0

Ultimate Oscillator

Neutral

63.15

Periods: 7, 14, 28

ROC (12)

Bearish

0.69%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

0.03

Bull: 0.03 · Bear: 0.00

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Widest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3445	1.2900	0.0545	4.1%	0.0179	1.3%	86%	True	False	714
10	1.3445	1.2864	0.0581	4.3%	0.0152	1.1%	87%	True	False	533
20	1.3445	1.2864	0.0581	4.3%	0.0129	1.0%	87%	True	False	372
40	1.3640	1.2864	0.0776	5.8%	0.0112	0.8%	65%	False	False	210
60	1.4180	1.2864	0.1316	9.8%	0.0080	0.6%	38%	False	False	142

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