CME Euro FX (E) Future June 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 1.3655 1.3707 0.0052 0.4% 1.3586
High 1.3676 1.3780 0.0104 0.8% 1.3790
Low 1.3655 1.3707 0.0052 0.4% 1.3586
Close 1.3677 1.3665 -0.0012 -0.1% 1.3780
Range 0.0021 0.0073 0.0052 247.6% 0.0204
ATR 0.0083 0.0084 0.0001 1.7% 0.0000
Volume 2 3 1 50.0% 13
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3936 1.3874 1.3705
R3 1.3863 1.3801 1.3685
R2 1.3790 1.3790 1.3678
R1 1.3728 1.3728 1.3672 1.3723
PP 1.3717 1.3717 1.3717 1.3715
S1 1.3655 1.3655 1.3658 1.3650
S2 1.3644 1.3644 1.3652
S3 1.3571 1.3582 1.3645
S4 1.3498 1.3509 1.3625
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% 0.0025 0.2% 22% False False 2
10 1.3872 1.3586 0.0286 2.1% 0.0013 0.1% 28% False False 2
20 1.4458 1.3586 0.0872 6.4% 0.0009 0.1% 9% False False 1
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 23 trading days
Fibonacci Retracements and Extensions
4.250 1.4090
2.618 1.3971
1.618 1.3898
1.000 1.3853
0.618 1.3825
HIGH 1.3780
0.618 1.3752
0.500 1.3744
0.382 1.3735
LOW 1.3707
0.618 1.3662
1.000 1.3634
1.618 1.3589
2.618 1.3516
4.250 1.3397
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 1.3744 1.3705
PP 1.3717 1.3692
S1 1.3691 1.3678

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

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