CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 1.4077 1.4163 0.0086 0.6% 1.4184
High 1.4077 1.4163 0.0086 0.6% 1.4242
Low 1.4077 1.4163 0.0086 0.6% 1.3962
Close 1.4077 1.4163 0.0086 0.6% 1.3962
Range
ATR
Volume 2 2 0 0.0% 10
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 1.4163 1.4163 1.4163
R3 1.4163 1.4163 1.4163
R2 1.4163 1.4163 1.4163
R1 1.4163 1.4163 1.4163 1.4163
PP 1.4163 1.4163 1.4163 1.4163
S1 1.4163 1.4163 1.4163 1.4163
S2 1.4163 1.4163 1.4163
S3 1.4163 1.4163 1.4163
S4 1.4163 1.4163 1.4163
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.4895 1.4709 1.4116
R3 1.4615 1.4429 1.4039
R2 1.4335 1.4335 1.4013
R1 1.4149 1.4149 1.3988 1.4102
PP 1.4055 1.4055 1.4055 1.4032
S1 1.3869 1.3869 1.3936 1.3822
S2 1.3775 1.3775 1.3911
S3 1.3495 1.3589 1.3885
S4 1.3215 1.3309 1.3808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4163 1.3962 0.0201 1.4% 0.0013 0.1% 100% True False 2
10 1.4242 1.3962 0.0280 2.0% 0.0006 0.0% 72% False False 1
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 1.4163
2.618 1.4163
1.618 1.4163
1.000 1.4163
0.618 1.4163
HIGH 1.4163
0.618 1.4163
0.500 1.4163
0.382 1.4163
LOW 1.4163
0.618 1.4163
1.000 1.4163
1.618 1.4163
2.618 1.4163
4.250 1.4163
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 1.4163 1.4149
PP 1.4163 1.4134
S1 1.4163 1.4120

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

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