CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 1.4336 1.4445 0.0109 0.8% 1.4396
High 1.4336 1.4445 0.0109 0.8% 1.4440
Low 1.4336 1.4445 0.0109 0.8% 1.4251
Close 1.4336 1.4388 0.0052 0.4% 1.4349
Range
ATR 0.0068 0.0071 0.0003 4.4% 0.0000
Volume 15 15 0 0.0% 6
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4426 1.4407 1.4388
R3 1.4426 1.4407 1.4388
R2 1.4426 1.4426 1.4388
R1 1.4407 1.4407 1.4388 1.4417
PP 1.4426 1.4426 1.4426 1.4431
S1 1.4407 1.4407 1.4388 1.4417
S2 1.4426 1.4426 1.4388
S3 1.4426 1.4407 1.4388
S4 1.4426 1.4407 1.4388
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 1.4445 1.4251 0.0194 1.3% 0.0029 0.2% 71% True False 6
10 1.4445 1.4161 0.0284 2.0% 0.0014 0.1% 80% True False 3
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 1.4445
2.618 1.4445
1.618 1.4445
1.000 1.4445
0.618 1.4445
HIGH 1.4445
0.618 1.4445
0.500 1.4445
0.382 1.4445
LOW 1.4445
0.618 1.4445
1.000 1.4445
1.618 1.4445
2.618 1.4445
4.250 1.4445
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 1.4445 1.4390
PP 1.4426 1.4389
S1 1.4407 1.4389

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

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