CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 1.3601 1.3480 -0.0121 -0.9% 1.3465
High 1.3601 1.3480 -0.0121 -0.9% 1.3638
Low 1.3599 1.3480 -0.0119 -0.9% 1.3465
Close 1.3553 1.3415 -0.0138 -1.0% 1.3415
Range 0.0002 0.0000 -0.0002 -100.0% 0.0173
ATR 0.0082 0.0081 -0.0001 -0.8% 0.0000
Volume 9 3 -6 -66.7% 39
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3458 1.3437 1.3415
R3 1.3458 1.3437 1.3415
R2 1.3458 1.3458 1.3415
R1 1.3437 1.3437 1.3415 1.3448
PP 1.3458 1.3458 1.3458 1.3464
S1 1.3437 1.3437 1.3415 1.3448
S2 1.3458 1.3458 1.3415
S3 1.3458 1.3437 1.3415
S4 1.3458 1.3437 1.3415
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4025 1.3893 1.3510
R3 1.3852 1.3720 1.3463
R2 1.3679 1.3679 1.3447
R1 1.3547 1.3547 1.3431 1.3527
PP 1.3506 1.3506 1.3506 1.3496
S1 1.3374 1.3374 1.3399 1.3354
S2 1.3333 1.3333 1.3383
S3 1.3160 1.3201 1.3367
S4 1.2987 1.3028 1.3320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3638 1.3465 0.0173 1.3% 0.0000 0.0% -29% False False 7
10 1.3780 1.3465 0.0315 2.3% 0.0010 0.1% -16% False False 6
20 1.4149 1.3465 0.0684 5.1% 0.0006 0.0% -7% False False 4
40 1.4458 1.3465 0.0993 7.4% 0.0008 0.1% -5% False False 3
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3480
2.618 1.3480
1.618 1.3480
1.000 1.3480
0.618 1.3480
HIGH 1.3480
0.618 1.3480
0.500 1.3480
0.382 1.3480
LOW 1.3480
0.618 1.3480
1.000 1.3480
1.618 1.3480
2.618 1.3480
4.250 1.3480
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 1.3480 1.3541
PP 1.3458 1.3499
S1 1.3437 1.3457

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

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