CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 1.4246 1.4355 0.0109 0.8% 1.3926
High 1.4246 1.4355 0.0109 0.8% 1.4154
Low 1.4246 1.4355 0.0109 0.8% 1.3926
Close 1.4246 1.4355 0.0109 0.8% 1.4154
Range
ATR 0.0086 0.0087 0.0002 1.9% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4355 1.4355 1.4355
R3 1.4355 1.4355 1.4355
R2 1.4355 1.4355 1.4355
R1 1.4355 1.4355 1.4355 1.4355
PP 1.4355 1.4355 1.4355 1.4355
S1 1.4355 1.4355 1.4355 1.4355
S2 1.4355 1.4355 1.4355
S3 1.4355 1.4355 1.4355
S4 1.4355 1.4355 1.4355
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.4762 1.4686 1.4279
R3 1.4534 1.4458 1.4217
R2 1.4306 1.4306 1.4196
R1 1.4230 1.4230 1.4175 1.4268
PP 1.4078 1.4078 1.4078 1.4097
S1 1.4002 1.4002 1.4133 1.4040
S2 1.3850 1.3850 1.4112
S3 1.3622 1.3774 1.4091
S4 1.3394 1.3546 1.4029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4355 1.4020 0.0335 2.3% 0.0000 0.0% 100% True False 2
10 1.4355 1.3926 0.0429 3.0% 0.0000 0.0% 100% True False 2
20 1.4398 1.3926 0.0472 3.3% 0.0003 0.0% 91% False False 2
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.4355
2.618 1.4355
1.618 1.4355
1.000 1.4355
0.618 1.4355
HIGH 1.4355
0.618 1.4355
0.500 1.4355
0.382 1.4355
LOW 1.4355
0.618 1.4355
1.000 1.4355
1.618 1.4355
2.618 1.4355
4.250 1.4355
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 1.4355 1.4337
PP 1.4355 1.4319
S1 1.4355 1.4301

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

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