CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 1.4289 1.4306 0.0017 0.1% 1.4450
High 1.4289 1.4306 0.0017 0.1% 1.4556
Low 1.4289 1.4306 0.0017 0.1% 1.4230
Close 1.4289 1.4341 0.0052 0.4% 1.4230
Range
ATR 0.0089 0.0084 -0.0005 -5.8% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4318 1.4329 1.4341
R3 1.4318 1.4329 1.4341
R2 1.4318 1.4318 1.4341
R1 1.4329 1.4329 1.4341 1.4324
PP 1.4318 1.4318 1.4318 1.4315
S1 1.4329 1.4329 1.4341 1.4324
S2 1.4318 1.4318 1.4341
S3 1.4318 1.4329 1.4341
S4 1.4318 1.4329 1.4341
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5317 1.5099 1.4409
R3 1.4991 1.4773 1.4320
R2 1.4665 1.4665 1.4290
R1 1.4447 1.4447 1.4260 1.4393
PP 1.4339 1.4339 1.4339 1.4312
S1 1.4121 1.4121 1.4200 1.4067
S2 1.4013 1.4013 1.4170
S3 1.3687 1.3795 1.4140
S4 1.3361 1.3469 1.4051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4553 1.4230 0.0323 2.3% 0.0016 0.1% 34% False False 2
10 1.4556 1.4230 0.0326 2.3% 0.0008 0.1% 34% False False 2
20 1.4556 1.3926 0.0630 4.4% 0.0004 0.0% 66% 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 1.4306
2.618 1.4306
1.618 1.4306
1.000 1.4306
0.618 1.4306
HIGH 1.4306
0.618 1.4306
0.500 1.4306
0.382 1.4306
LOW 1.4306
0.618 1.4306
1.000 1.4306
1.618 1.4306
2.618 1.4306
4.250 1.4306
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 1.4329 1.4317
PP 1.4318 1.4292
S1 1.4306 1.4268

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

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