CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 1.4260 1.4113 -0.0147 -1.0% 1.4289
High 1.4260 1.4113 -0.0147 -1.0% 1.4306
Low 1.4260 1.4113 -0.0147 -1.0% 1.4033
Close 1.4260 1.4113 -0.0147 -1.0% 1.4201
Range
ATR 0.0086 0.0090 0.0004 5.1% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4113 1.4113 1.4113
R3 1.4113 1.4113 1.4113
R2 1.4113 1.4113 1.4113
R1 1.4113 1.4113 1.4113 1.4113
PP 1.4113 1.4113 1.4113 1.4113
S1 1.4113 1.4113 1.4113 1.4113
S2 1.4113 1.4113 1.4113
S3 1.4113 1.4113 1.4113
S4 1.4113 1.4113 1.4113
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 1.4113 0.0177 1.3% 0.0013 0.1% 0% False True 1
10 1.4306 1.4033 0.0273 1.9% 0.0012 0.1% 29% False False 1
20 1.4556 1.4020 0.0536 3.8% 0.0010 0.1% 17% False 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 1.4113
2.618 1.4113
1.618 1.4113
1.000 1.4113
0.618 1.4113
HIGH 1.4113
0.618 1.4113
0.500 1.4113
0.382 1.4113
LOW 1.4113
0.618 1.4113
1.000 1.4113
1.618 1.4113
2.618 1.4113
4.250 1.4113
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 1.4113 1.4202
PP 1.4113 1.4172
S1 1.4113 1.4143

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

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