CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 1.4290 1.4260 -0.0030 -0.2% 1.4289
High 1.4290 1.4260 -0.0030 -0.2% 1.4306
Low 1.4290 1.4260 -0.0030 -0.2% 1.4033
Close 1.4301 1.4260 -0.0041 -0.3% 1.4201
Range
ATR 0.0089 0.0086 -0.0003 -3.8% 0.0000
Volume 2 1 -1 -50.0% 11
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4260 1.4260 1.4260
R3 1.4260 1.4260 1.4260
R2 1.4260 1.4260 1.4260
R1 1.4260 1.4260 1.4260 1.4260
PP 1.4260 1.4260 1.4260 1.4260
S1 1.4260 1.4260 1.4260 1.4260
S2 1.4260 1.4260 1.4260
S3 1.4260 1.4260 1.4260
S4 1.4260 1.4260 1.4260
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4999 1.4873 1.4351
R3 1.4726 1.4600 1.4276
R2 1.4453 1.4453 1.4251
R1 1.4327 1.4327 1.4226 1.4254
PP 1.4180 1.4180 1.4180 1.4143
S1 1.4054 1.4054 1.4176 1.3981
S2 1.3907 1.3907 1.4151
S3 1.3634 1.3781 1.4126
S4 1.3361 1.3508 1.4051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4290 1.4033 0.0257 1.8% 0.0013 0.1% 88% False False 1
10 1.4381 1.4033 0.0348 2.4% 0.0012 0.1% 65% False False 2
20 1.4556 1.3940 0.0616 4.3% 0.0010 0.1% 52% 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 1.4260
2.618 1.4260
1.618 1.4260
1.000 1.4260
0.618 1.4260
HIGH 1.4260
0.618 1.4260
0.500 1.4260
0.382 1.4260
LOW 1.4260
0.618 1.4260
1.000 1.4260
1.618 1.4260
2.618 1.4260
4.250 1.4260
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 1.4260 1.4254
PP 1.4260 1.4247
S1 1.4260 1.4241

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

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