CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 1.4113 1.4070 -0.0043 -0.3% 1.4191
High 1.4113 1.4070 -0.0043 -0.3% 1.4290
Low 1.4113 1.4070 -0.0043 -0.3% 1.4070
Close 1.4113 1.4070 -0.0043 -0.3% 1.4070
Range
ATR 0.0090 0.0087 -0.0003 -3.7% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4070 1.4070 1.4070
R3 1.4070 1.4070 1.4070
R2 1.4070 1.4070 1.4070
R1 1.4070 1.4070 1.4070 1.4070
PP 1.4070 1.4070 1.4070 1.4070
S1 1.4070 1.4070 1.4070 1.4070
S2 1.4070 1.4070 1.4070
S3 1.4070 1.4070 1.4070
S4 1.4070 1.4070 1.4070
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4803 1.4657 1.4191
R3 1.4583 1.4437 1.4131
R2 1.4363 1.4363 1.4110
R1 1.4217 1.4217 1.4090 1.4180
PP 1.4143 1.4143 1.4143 1.4125
S1 1.3997 1.3997 1.4050 1.3960
S2 1.3923 1.3923 1.4030
S3 1.3703 1.3777 1.4010
S4 1.3483 1.3557 1.3949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4290 1.4070 0.0220 1.6% 0.0000 0.0% 0% False True 1
10 1.4306 1.4033 0.0273 1.9% 0.0012 0.1% 14% False False 1
20 1.4556 1.4033 0.0523 3.7% 0.0010 0.1% 7% 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 1.4070
2.618 1.4070
1.618 1.4070
1.000 1.4070
0.618 1.4070
HIGH 1.4070
0.618 1.4070
0.500 1.4070
0.382 1.4070
LOW 1.4070
0.618 1.4070
1.000 1.4070
1.618 1.4070
2.618 1.4070
4.250 1.4070
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 1.4070 1.4165
PP 1.4070 1.4133
S1 1.4070 1.4102

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

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