CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 1.4149 1.4075 -0.0074 -0.5% 1.4458
High 1.4149 1.4075 -0.0074 -0.5% 1.4458
Low 1.4149 1.4075 -0.0074 -0.5% 1.4149
Close 1.4149 1.3976 -0.0173 -1.2% 1.4149
Range
ATR 0.0073 0.0073 0.0000 0.1% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4042 1.4009 1.3976
R3 1.4042 1.4009 1.3976
R2 1.4042 1.4042 1.3976
R1 1.4009 1.4009 1.3976 1.4026
PP 1.4042 1.4042 1.4042 1.4050
S1 1.4009 1.4009 1.3976 1.4026
S2 1.4042 1.4042 1.3976
S3 1.4042 1.4009 1.3976
S4 1.4042 1.4009 1.3976
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5179 1.4973 1.4319
R3 1.4870 1.4664 1.4234
R2 1.4561 1.4561 1.4206
R1 1.4355 1.4355 1.4177 1.4304
PP 1.4252 1.4252 1.4252 1.4226
S1 1.4046 1.4046 1.4121 1.3995
S2 1.3943 1.3943 1.4092
S3 1.3634 1.3737 1.4064
S4 1.3325 1.3428 1.3979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4400 1.4075 0.0325 2.3% 0.0010 0.1% -30% False True 1
10 1.4458 1.4075 0.0383 2.7% 0.0005 0.0% -26% False True 2
20 1.4458 1.4075 0.0383 2.7% 0.0010 0.1% -26% False True 2
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 1.4075
2.618 1.4075
1.618 1.4075
1.000 1.4075
0.618 1.4075
HIGH 1.4075
0.618 1.4075
0.500 1.4075
0.382 1.4075
LOW 1.4075
0.618 1.4075
1.000 1.4075
1.618 1.4075
2.618 1.4075
4.250 1.4075
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 1.4075 1.4155
PP 1.4042 1.4095
S1 1.4009 1.4036

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

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