CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 1.4349 1.4331 -0.0018 -0.1% 1.4336
High 1.4400 1.4331 -0.0069 -0.5% 1.4445
Low 1.4349 1.4331 -0.0018 -0.1% 1.4325
Close 1.4405 1.4331 -0.0074 -0.5% 1.4438
Range 0.0051 0.0000 -0.0051 -100.0% 0.0120
ATR 0.0070 0.0071 0.0000 0.4% 0.0000
Volume 1 2 1 100.0% 33
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4331 1.4331 1.4331
R3 1.4331 1.4331 1.4331
R2 1.4331 1.4331 1.4331
R1 1.4331 1.4331 1.4331 1.4331
PP 1.4331 1.4331 1.4331 1.4331
S1 1.4331 1.4331 1.4331 1.4331
S2 1.4331 1.4331 1.4331
S3 1.4331 1.4331 1.4331
S4 1.4331 1.4331 1.4331
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% 5% False False 1
10 1.4458 1.4251 0.0207 1.4% 0.0020 0.1% 39% False False 4
20 1.4458 1.4070 0.0388 2.7% 0.0010 0.1% 67% False False 2
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4331
2.618 1.4331
1.618 1.4331
1.000 1.4331
0.618 1.4331
HIGH 1.4331
0.618 1.4331
0.500 1.4331
0.382 1.4331
LOW 1.4331
0.618 1.4331
1.000 1.4331
1.618 1.4331
2.618 1.4331
4.250 1.4331
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 1.4331 1.4395
PP 1.4331 1.4373
S1 1.4331 1.4352

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

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