CME Euro FX (E) Future June 2012

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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols