CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 1.4303 1.4230 -0.0073 -0.5% 1.4237
High 1.4304 1.4273 -0.0031 -0.2% 1.4407
Low 1.4093 1.4109 0.0016 0.1% 1.4093
Close 1.4182 1.4138 -0.0044 -0.3% 1.4138
Range 0.0211 0.0164 -0.0047 -22.3% 0.0314
ATR 0.0164 0.0164 0.0000 0.0% 0.0000
Volume 396,002 275,313 -120,689 -30.5% 1,452,243
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4665 1.4566 1.4228
R3 1.4501 1.4402 1.4183
R2 1.4337 1.4337 1.4168
R1 1.4238 1.4238 1.4153 1.4206
PP 1.4173 1.4173 1.4173 1.4157
S1 1.4074 1.4074 1.4123 1.4042
S2 1.4009 1.4009 1.4108
S3 1.3845 1.3910 1.4093
S4 1.3681 1.3746 1.4048
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5155 1.4960 1.4311
R3 1.4841 1.4646 1.4224
R2 1.4527 1.4527 1.4196
R1 1.4332 1.4332 1.4167 1.4273
PP 1.4213 1.4213 1.4213 1.4183
S1 1.4018 1.4018 1.4109 1.3959
S2 1.3899 1.3899 1.4080
S3 1.3585 1.3704 1.4052
S4 1.3271 1.3390 1.3965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4407 1.4093 0.0314 2.2% 0.0148 1.0% 14% False False 290,448
10 1.4456 1.4039 0.0417 2.9% 0.0162 1.1% 24% False False 301,752
20 1.4652 1.4039 0.0613 4.3% 0.0162 1.1% 16% False False 185,635
40 1.4875 1.3925 0.0950 6.7% 0.0165 1.2% 22% False False 93,483
60 1.4875 1.3925 0.0950 6.7% 0.0151 1.1% 22% False False 62,468
80 1.4875 1.3720 0.1155 8.2% 0.0137 1.0% 36% False False 46,912
100 1.4875 1.3395 0.1480 10.5% 0.0117 0.8% 50% False False 37,533
120 1.4875 1.2838 0.2037 14.4% 0.0102 0.7% 64% False False 31,278
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4970
2.618 1.4702
1.618 1.4538
1.000 1.4437
0.618 1.4374
HIGH 1.4273
0.618 1.4210
0.500 1.4191
0.382 1.4172
LOW 1.4109
0.618 1.4008
1.000 1.3945
1.618 1.3844
2.618 1.3680
4.250 1.3412
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 1.4191 1.4250
PP 1.4173 1.4213
S1 1.4156 1.4175

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

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