CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 1.4257 1.4241 -0.0016 -0.1% 1.4191
High 1.4257 1.4271 0.0014 0.1% 1.4290
Low 1.4257 1.4241 -0.0016 -0.1% 1.4070
Close 1.4257 1.4313 0.0056 0.4% 1.4070
Range 0.0000 0.0030 0.0030 0.0220
ATR 0.0095 0.0090 -0.0005 -4.9% 0.0000
Volume 8 8 0 0.0% 7
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4365 1.4369 1.4330
R3 1.4335 1.4339 1.4321
R2 1.4305 1.4305 1.4319
R1 1.4309 1.4309 1.4316 1.4307
PP 1.4275 1.4275 1.4275 1.4274
S1 1.4279 1.4279 1.4310 1.4277
S2 1.4245 1.4245 1.4308
S3 1.4215 1.4249 1.4305
S4 1.4185 1.4219 1.4297
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 1.4271 1.3970 0.0301 2.1% 0.0048 0.3% 114% True False 3
10 1.4290 1.3970 0.0320 2.2% 0.0031 0.2% 107% False False 2
20 1.4556 1.3970 0.0586 4.1% 0.0022 0.2% 59% False False 2
40 1.4796 1.3926 0.0870 6.1% 0.0013 0.1% 44% False False 2
Crabel Price Patterns
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4399
2.618 1.4350
1.618 1.4320
1.000 1.4301
0.618 1.4290
HIGH 1.4271
0.618 1.4260
0.500 1.4256
0.382 1.4252
LOW 1.4241
0.618 1.4222
1.000 1.4211
1.618 1.4192
2.618 1.4162
4.250 1.4114
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 1.4294 1.4249
PP 1.4275 1.4185
S1 1.4256 1.4121

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

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