CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 1.4258 1.4246 -0.0012 -0.1% 1.3926
High 1.4258 1.4246 -0.0012 -0.1% 1.4154
Low 1.4258 1.4246 -0.0012 -0.1% 1.3926
Close 1.4258 1.4246 -0.0012 -0.1% 1.4154
Range
ATR 0.0092 0.0086 -0.0006 -6.2% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4246 1.4246 1.4246
R3 1.4246 1.4246 1.4246
R2 1.4246 1.4246 1.4246
R1 1.4246 1.4246 1.4246 1.4246
PP 1.4246 1.4246 1.4246 1.4246
S1 1.4246 1.4246 1.4246 1.4246
S2 1.4246 1.4246 1.4246
S3 1.4246 1.4246 1.4246
S4 1.4246 1.4246 1.4246
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.4762 1.4686 1.4279
R3 1.4534 1.4458 1.4217
R2 1.4306 1.4306 1.4196
R1 1.4230 1.4230 1.4175 1.4268
PP 1.4078 1.4078 1.4078 1.4097
S1 1.4002 1.4002 1.4133 1.4040
S2 1.3850 1.3850 1.4112
S3 1.3622 1.3774 1.4091
S4 1.3394 1.3546 1.4029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4258 1.3940 0.0318 2.2% 0.0000 0.0% 96% False False 2
10 1.4258 1.3926 0.0332 2.3% 0.0000 0.0% 96% False False 2
20 1.4796 1.3926 0.0870 6.1% 0.0003 0.0% 37% 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 1.4246
2.618 1.4246
1.618 1.4246
1.000 1.4246
0.618 1.4246
HIGH 1.4246
0.618 1.4246
0.500 1.4246
0.382 1.4246
LOW 1.4246
0.618 1.4246
1.000 1.4246
1.618 1.4246
2.618 1.4246
4.250 1.4246
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 1.4246 1.4233
PP 1.4246 1.4219
S1 1.4246 1.4206

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

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