CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 1.4063 1.3926 -0.0137 -1.0% 1.4004
High 1.4063 1.3926 -0.0137 -1.0% 1.4163
Low 1.4063 1.3926 -0.0137 -1.0% 1.4004
Close 1.4063 1.3926 -0.0137 -1.0% 1.4063
Range
ATR 0.0095 0.0098 0.0003 3.2% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 1.3926 1.3926 1.3926
R3 1.3926 1.3926 1.3926
R2 1.3926 1.3926 1.3926
R1 1.3926 1.3926 1.3926 1.3926
PP 1.3926 1.3926 1.3926 1.3926
S1 1.3926 1.3926 1.3926 1.3926
S2 1.3926 1.3926 1.3926
S3 1.3926 1.3926 1.3926
S4 1.3926 1.3926 1.3926
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.4554 1.4467 1.4150
R3 1.4395 1.4308 1.4107
R2 1.4236 1.4236 1.4092
R1 1.4149 1.4149 1.4078 1.4193
PP 1.4077 1.4077 1.4077 1.4098
S1 1.3990 1.3990 1.4048 1.4034
S2 1.3918 1.3918 1.4034
S3 1.3759 1.3831 1.4019
S4 1.3600 1.3672 1.3976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4163 1.3926 0.0237 1.7% 0.0000 0.0% 0% False True 2
10 1.4242 1.3926 0.0316 2.3% 0.0006 0.0% 0% False True 2
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 1.3926
2.618 1.3926
1.618 1.3926
1.000 1.3926
0.618 1.3926
HIGH 1.3926
0.618 1.3926
0.500 1.3926
0.382 1.3926
LOW 1.3926
0.618 1.3926
1.000 1.3926
1.618 1.3926
2.618 1.3926
4.250 1.3926
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 1.3926 1.4045
PP 1.3926 1.4005
S1 1.3926 1.3966

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

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