CME Euro FX (E) Future March 2012


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 1.4004 1.4079 0.0075 0.5% 1.4184
High 1.4068 1.4079 0.0011 0.1% 1.4242
Low 1.4004 1.4079 0.0075 0.5% 1.3962
Close 1.4039 1.4079 0.0040 0.3% 1.3962
Range 0.0064 0.0000 -0.0064 -100.0% 0.0280
ATR
Volume 2 2 0 0.0% 10
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 1.4079 1.4079 1.4079
R3 1.4079 1.4079 1.4079
R2 1.4079 1.4079 1.4079
R1 1.4079 1.4079 1.4079 1.4079
PP 1.4079 1.4079 1.4079 1.4079
S1 1.4079 1.4079 1.4079 1.4079
S2 1.4079 1.4079 1.4079
S3 1.4079 1.4079 1.4079
S4 1.4079 1.4079 1.4079
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.4895 1.4709 1.4116
R3 1.4615 1.4429 1.4039
R2 1.4335 1.4335 1.4013
R1 1.4149 1.4149 1.3988 1.4102
PP 1.4055 1.4055 1.4055 1.4032
S1 1.3869 1.3869 1.3936 1.3822
S2 1.3775 1.3775 1.3911
S3 1.3495 1.3589 1.3885
S4 1.3215 1.3309 1.3808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4079 1.3962 0.0117 0.8% 0.0013 0.1% 100% True False 2
10 1.4796 1.3962 0.0834 5.9% 0.0006 0.0% 14% False False 3
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4079
2.618 1.4079
1.618 1.4079
1.000 1.4079
0.618 1.4079
HIGH 1.4079
0.618 1.4079
0.500 1.4079
0.382 1.4079
LOW 1.4079
0.618 1.4079
1.000 1.4079
1.618 1.4079
2.618 1.4079
4.250 1.4079
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 1.4079 1.4060
PP 1.4079 1.4040
S1 1.4079 1.4021

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

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