CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 1.3586 1.3728 0.0142 1.0% 1.4075
High 1.3586 1.3728 0.0142 1.0% 1.4075
Low 1.3586 1.3728 0.0142 1.0% 1.3790
Close 1.3586 1.3707 0.0121 0.9% 1.3661
Range
ATR 0.0082 0.0086 0.0004 5.3% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3721 1.3714 1.3707
R3 1.3721 1.3714 1.3707
R2 1.3721 1.3721 1.3707
R1 1.3714 1.3714 1.3707 1.3718
PP 1.3721 1.3721 1.3721 1.3723
S1 1.3714 1.3714 1.3707 1.3718
S2 1.3721 1.3721 1.3707
S3 1.3721 1.3714 1.3707
S4 1.3721 1.3714 1.3707
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4697 1.4464 1.3818
R3 1.4412 1.4179 1.3739
R2 1.4127 1.4127 1.3713
R1 1.3894 1.3894 1.3687 1.3868
PP 1.3842 1.3842 1.3842 1.3829
S1 1.3609 1.3609 1.3635 1.3583
S2 1.3557 1.3557 1.3609
S3 1.3272 1.3324 1.3583
S4 1.2987 1.3039 1.3504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4039 1.3586 0.0453 3.3% 0.0000 0.0% 27% False False 1
10 1.4400 1.3586 0.0814 5.9% 0.0005 0.0% 15% False False 1
20 1.4458 1.3586 0.0872 6.4% 0.0010 0.1% 14% False False 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 1.3728
2.618 1.3728
1.618 1.3728
1.000 1.3728
0.618 1.3728
HIGH 1.3728
0.618 1.3728
0.500 1.3728
0.382 1.3728
LOW 1.3728
0.618 1.3728
1.000 1.3728
1.618 1.3728
2.618 1.3728
4.250 1.3728
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 1.3728 1.3701
PP 1.3721 1.3694
S1 1.3714 1.3688

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

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