CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 1.3926 1.3950 0.0024 0.2% 1.4004
High 1.3926 1.3950 0.0024 0.2% 1.4163
Low 1.3926 1.3950 0.0024 0.2% 1.4004
Close 1.3926 1.3977 0.0051 0.4% 1.4063
Range
ATR 0.0098 0.0093 -0.0005 -5.4% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 1.3959 1.3968 1.3977
R3 1.3959 1.3968 1.3977
R2 1.3959 1.3959 1.3977
R1 1.3968 1.3968 1.3977 1.3964
PP 1.3959 1.3959 1.3959 1.3957
S1 1.3968 1.3968 1.3977 1.3964
S2 1.3959 1.3959 1.3977
S3 1.3959 1.3968 1.3977
S4 1.3959 1.3968 1.3977
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% 22% False False 2
10 1.4163 1.3926 0.0237 1.7% 0.0006 0.0% 22% False False 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 1.3950
2.618 1.3950
1.618 1.3950
1.000 1.3950
0.618 1.3950
HIGH 1.3950
0.618 1.3950
0.500 1.3950
0.382 1.3950
LOW 1.3950
0.618 1.3950
1.000 1.3950
1.618 1.3950
2.618 1.3950
4.250 1.3950
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 1.3968 1.3995
PP 1.3959 1.3989
S1 1.3950 1.3983

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

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