CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 1.3631 1.3655 0.0024 0.2% 1.3586
High 1.3631 1.3676 0.0045 0.3% 1.3790
Low 1.3630 1.3655 0.0025 0.2% 1.3586
Close 1.3656 1.3677 0.0021 0.2% 1.3780
Range 0.0001 0.0021 0.0020 2,000.0% 0.0204
ATR 0.0088 0.0083 -0.0005 -5.4% 0.0000
Volume 1 2 1 100.0% 13
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3732 1.3726 1.3689
R3 1.3711 1.3705 1.3683
R2 1.3690 1.3690 1.3681
R1 1.3684 1.3684 1.3679 1.3687
PP 1.3669 1.3669 1.3669 1.3671
S1 1.3663 1.3663 1.3675 1.3666
S2 1.3648 1.3648 1.3673
S3 1.3627 1.3642 1.3671
S4 1.3606 1.3621 1.3665
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4331 1.4259 1.3892
R3 1.4127 1.4055 1.3836
R2 1.3923 1.3923 1.3817
R1 1.3851 1.3851 1.3799 1.3887
PP 1.3719 1.3719 1.3719 1.3737
S1 1.3647 1.3647 1.3761 1.3683
S2 1.3515 1.3515 1.3743
S3 1.3311 1.3443 1.3724
S4 1.3107 1.3239 1.3668
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3790 1.3630 0.0160 1.2% 0.0010 0.1% 29% False False 2
10 1.4039 1.3586 0.0453 3.3% 0.0005 0.0% 20% False False 1
20 1.4458 1.3586 0.0872 6.4% 0.0005 0.0% 10% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3765
2.618 1.3731
1.618 1.3710
1.000 1.3697
0.618 1.3689
HIGH 1.3676
0.618 1.3668
0.500 1.3666
0.382 1.3663
LOW 1.3655
0.618 1.3642
1.000 1.3634
1.618 1.3621
2.618 1.3600
4.250 1.3566
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 1.3673 1.3687
PP 1.3669 1.3683
S1 1.3666 1.3680

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

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