CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 1.4458 1.4349 -0.0109 -0.8% 1.4336
High 1.4458 1.4400 -0.0058 -0.4% 1.4445
Low 1.4458 1.4349 -0.0109 -0.8% 1.4325
Close 1.4458 1.4405 -0.0053 -0.4% 1.4438
Range 0.0000 0.0051 0.0051 0.0120
ATR 0.0067 0.0070 0.0003 4.4% 0.0000
Volume 1 1 0 0.0% 33
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4538 1.4522 1.4433
R3 1.4487 1.4471 1.4419
R2 1.4436 1.4436 1.4414
R1 1.4420 1.4420 1.4410 1.4428
PP 1.4385 1.4385 1.4385 1.4389
S1 1.4369 1.4369 1.4400 1.4377
S2 1.4334 1.4334 1.4396
S3 1.4283 1.4318 1.4391
S4 1.4232 1.4267 1.4377
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4763 1.4720 1.4504
R3 1.4643 1.4600 1.4471
R2 1.4523 1.4523 1.4460
R1 1.4480 1.4480 1.4449 1.4502
PP 1.4403 1.4403 1.4403 1.4413
S1 1.4360 1.4360 1.4427 1.4382
S2 1.4283 1.4283 1.4416
S3 1.4163 1.4240 1.4405
S4 1.4043 1.4120 1.4372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4458 1.4325 0.0133 0.9% 0.0010 0.1% 60% False False 1
10 1.4458 1.4251 0.0207 1.4% 0.0020 0.1% 74% False False 3
20 1.4458 1.4070 0.0388 2.7% 0.0010 0.1% 86% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4617
2.618 1.4534
1.618 1.4483
1.000 1.4451
0.618 1.4432
HIGH 1.4400
0.618 1.4381
0.500 1.4375
0.382 1.4368
LOW 1.4349
0.618 1.4317
1.000 1.4298
1.618 1.4266
2.618 1.4215
4.250 1.4132
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 1.4395 1.4405
PP 1.4385 1.4404
S1 1.4375 1.4404

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

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