CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 1.4404 1.4393 -0.0011 -0.1% 1.3993
High 1.4404 1.4393 -0.0011 -0.1% 1.4404
Low 1.4404 1.4393 -0.0011 -0.1% 1.3970
Close 1.4404 1.4393 -0.0011 -0.1% 1.4393
Range
ATR 0.0091 0.0085 -0.0006 -6.3% 0.0000
Volume 5 5 0 0.0% 27
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4393 1.4393 1.4393
R3 1.4393 1.4393 1.4393
R2 1.4393 1.4393 1.4393
R1 1.4393 1.4393 1.4393 1.4393
PP 1.4393 1.4393 1.4393 1.4393
S1 1.4393 1.4393 1.4393 1.4393
S2 1.4393 1.4393 1.4393
S3 1.4393 1.4393 1.4393
S4 1.4393 1.4393 1.4393
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5558 1.5409 1.4632
R3 1.5124 1.4975 1.4512
R2 1.4690 1.4690 1.4473
R1 1.4541 1.4541 1.4433 1.4616
PP 1.4256 1.4256 1.4256 1.4293
S1 1.4107 1.4107 1.4353 1.4182
S2 1.3822 1.3822 1.4313
S3 1.3388 1.3673 1.4274
S4 1.2954 1.3239 1.4154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4404 1.3970 0.0434 3.0% 0.0048 0.3% 97% False False 5
10 1.4404 1.3970 0.0434 3.0% 0.0024 0.2% 97% False False 3
20 1.4556 1.3970 0.0586 4.1% 0.0022 0.2% 72% False False 2
40 1.4556 1.3926 0.0630 4.4% 0.0013 0.1% 74% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.4393
2.618 1.4393
1.618 1.4393
1.000 1.4393
0.618 1.4393
HIGH 1.4393
0.618 1.4393
0.500 1.4393
0.382 1.4393
LOW 1.4393
0.618 1.4393
1.000 1.4393
1.618 1.4393
2.618 1.4393
4.250 1.4393
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 1.4393 1.4370
PP 1.4393 1.4346
S1 1.4393 1.4323

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

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