CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 1.4070 1.3993 -0.0077 -0.5% 1.4191
High 1.4070 1.4180 0.0110 0.8% 1.4290
Low 1.4070 1.3970 -0.0100 -0.7% 1.4070
Close 1.4070 1.4165 0.0095 0.7% 1.4070
Range 0.0000 0.0210 0.0210 0.0220
ATR 0.0087 0.0095 0.0009 10.2% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4735 1.4660 1.4281
R3 1.4525 1.4450 1.4223
R2 1.4315 1.4315 1.4204
R1 1.4240 1.4240 1.4184 1.4278
PP 1.4105 1.4105 1.4105 1.4124
S1 1.4030 1.4030 1.4146 1.4068
S2 1.3895 1.3895 1.4127
S3 1.3685 1.3820 1.4107
S4 1.3475 1.3610 1.4050
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4803 1.4657 1.4191
R3 1.4583 1.4437 1.4131
R2 1.4363 1.4363 1.4110
R1 1.4217 1.4217 1.4090 1.4180
PP 1.4143 1.4143 1.4143 1.4125
S1 1.3997 1.3997 1.4050 1.3960
S2 1.3923 1.3923 1.4030
S3 1.3703 1.3777 1.4010
S4 1.3483 1.3557 1.3949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4290 1.3970 0.0320 2.3% 0.0042 0.3% 61% False True 1
10 1.4306 1.3970 0.0336 2.4% 0.0033 0.2% 58% False True 1
20 1.4556 1.3970 0.0586 4.1% 0.0021 0.1% 33% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 1.5073
2.618 1.4730
1.618 1.4520
1.000 1.4390
0.618 1.4310
HIGH 1.4180
0.618 1.4100
0.500 1.4075
0.382 1.4050
LOW 1.3970
0.618 1.3840
1.000 1.3760
1.618 1.3630
2.618 1.3420
4.250 1.3078
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 1.4135 1.4135
PP 1.4105 1.4105
S1 1.4075 1.4075

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

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