CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 1.4355 1.4493 0.0138 1.0% 1.4258
High 1.4355 1.4493 0.0138 1.0% 1.4493
Low 1.4355 1.4493 0.0138 1.0% 1.4246
Close 1.4355 1.4493 0.0138 1.0% 1.4493
Range
ATR 0.0087 0.0091 0.0004 4.1% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4493 1.4493 1.4493
R3 1.4493 1.4493 1.4493
R2 1.4493 1.4493 1.4493
R1 1.4493 1.4493 1.4493 1.4493
PP 1.4493 1.4493 1.4493 1.4493
S1 1.4493 1.4493 1.4493 1.4493
S2 1.4493 1.4493 1.4493
S3 1.4493 1.4493 1.4493
S4 1.4493 1.4493 1.4493
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5152 1.5069 1.4629
R3 1.4905 1.4822 1.4561
R2 1.4658 1.4658 1.4538
R1 1.4575 1.4575 1.4516 1.4617
PP 1.4411 1.4411 1.4411 1.4431
S1 1.4328 1.4328 1.4470 1.4370
S2 1.4164 1.4164 1.4448
S3 1.3917 1.4081 1.4425
S4 1.3670 1.3834 1.4357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4493 1.4154 0.0339 2.3% 0.0000 0.0% 100% True False 2
10 1.4493 1.3926 0.0567 3.9% 0.0000 0.0% 100% True False 2
20 1.4493 1.3926 0.0567 3.9% 0.0003 0.0% 100% True 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 1.4493
2.618 1.4493
1.618 1.4493
1.000 1.4493
0.618 1.4493
HIGH 1.4493
0.618 1.4493
0.500 1.4493
0.382 1.4493
LOW 1.4493
0.618 1.4493
1.000 1.4493
1.618 1.4493
2.618 1.4493
4.250 1.4493
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 1.4493 1.4452
PP 1.4493 1.4411
S1 1.4493 1.4370

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

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