CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 1.3652 1.3640 -0.0012 -0.1% 1.3221
High 1.3652 1.3640 -0.0012 -0.1% 1.3418
Low 1.3652 1.3640 -0.0012 -0.1% 1.3221
Close 1.3652 1.3651 -0.0001 0.0% 1.3383
Range
ATR 0.0101 0.0094 -0.0006 -6.3% 0.0000
Volume 4 4 0 0.0% 14
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3644 1.3647 1.3651
R3 1.3644 1.3647 1.3651
R2 1.3644 1.3644 1.3651
R1 1.3647 1.3647 1.3651 1.3646
PP 1.3644 1.3644 1.3644 1.3643
S1 1.3647 1.3647 1.3651 1.3646
S2 1.3644 1.3644 1.3651
S3 1.3644 1.3647 1.3651
S4 1.3644 1.3647 1.3651
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3932 1.3854 1.3491
R3 1.3735 1.3657 1.3437
R2 1.3538 1.3538 1.3419
R1 1.3460 1.3460 1.3401 1.3499
PP 1.3341 1.3341 1.3341 1.3360
S1 1.3263 1.3263 1.3365 1.3302
S2 1.3144 1.3144 1.3347
S3 1.2947 1.3066 1.3329
S4 1.2750 1.2869 1.3275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3652 1.3359 0.0293 2.1% 0.0000 0.0% 100% False False 4
10 1.3652 1.3221 0.0431 3.2% 0.0000 0.0% 100% False False 4
20 1.3790 1.3221 0.0569 4.2% 0.0006 0.0% 76% False False 4
40 1.4458 1.3221 0.1237 9.1% 0.0008 0.1% 35% False False 3
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 1.3640
2.618 1.3640
1.618 1.3640
1.000 1.3640
0.618 1.3640
HIGH 1.3640
0.618 1.3640
0.500 1.3640
0.382 1.3640
LOW 1.3640
0.618 1.3640
1.000 1.3640
1.618 1.3640
2.618 1.3640
4.250 1.3640
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 1.3647 1.3607
PP 1.3644 1.3562
S1 1.3640 1.3518

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

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