CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 1.4395 1.4334 -0.0061 -0.4% 1.4396
High 1.4395 1.4334 -0.0061 -0.4% 1.4440
Low 1.4251 1.4334 0.0083 0.6% 1.4251
Close 1.4285 1.4349 0.0064 0.4% 1.4349
Range 0.0144 0.0000 -0.0144 -100.0% 0.0189
ATR 0.0074 0.0072 -0.0002 -2.4% 0.0000
Volume 1 2 1 100.0% 6
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4339 1.4344 1.4349
R3 1.4339 1.4344 1.4349
R2 1.4339 1.4339 1.4349
R1 1.4344 1.4344 1.4349 1.4342
PP 1.4339 1.4339 1.4339 1.4338
S1 1.4344 1.4344 1.4349 1.4342
S2 1.4339 1.4339 1.4349
S3 1.4339 1.4344 1.4349
S4 1.4339 1.4344 1.4349
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4914 1.4820 1.4453
R3 1.4725 1.4631 1.4401
R2 1.4536 1.4536 1.4384
R1 1.4442 1.4442 1.4366 1.4395
PP 1.4347 1.4347 1.4347 1.4323
S1 1.4253 1.4253 1.4332 1.4206
S2 1.4158 1.4158 1.4314
S3 1.3969 1.4064 1.4297
S4 1.3780 1.3875 1.4245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4440 1.4251 0.0189 1.3% 0.0029 0.2% 52% False False 1
10 1.4440 1.4140 0.0300 2.1% 0.0014 0.1% 70% False False 1
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4334
2.618 1.4334
1.618 1.4334
1.000 1.4334
0.618 1.4334
HIGH 1.4334
0.618 1.4334
0.500 1.4334
0.382 1.4334
LOW 1.4334
0.618 1.4334
1.000 1.4334
1.618 1.4334
2.618 1.4334
4.250 1.4334
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 1.4344 1.4348
PP 1.4339 1.4347
S1 1.4334 1.4346

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

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