CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 1.4393 1.4344 -0.0049 -0.3% 1.3993
High 1.4393 1.4344 -0.0049 -0.3% 1.4404
Low 1.4393 1.4344 -0.0049 -0.3% 1.3970
Close 1.4393 1.4294 -0.0099 -0.7% 1.4393
Range
ATR 0.0085 0.0082 -0.0003 -3.0% 0.0000
Volume 5 5 0 0.0% 27
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4327 1.4311 1.4294
R3 1.4327 1.4311 1.4294
R2 1.4327 1.4327 1.4294
R1 1.4311 1.4311 1.4294 1.4319
PP 1.4327 1.4327 1.4327 1.4332
S1 1.4311 1.4311 1.4294 1.4319
S2 1.4327 1.4327 1.4294
S3 1.4327 1.4311 1.4294
S4 1.4327 1.4311 1.4294
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 1.4241 0.0163 1.1% 0.0006 0.0% 33% False False 6
10 1.4404 1.3970 0.0434 3.0% 0.0024 0.2% 75% False False 3
20 1.4556 1.3970 0.0586 4.1% 0.0022 0.2% 55% False False 2
40 1.4556 1.3926 0.0630 4.4% 0.0013 0.1% 58% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.4344
2.618 1.4344
1.618 1.4344
1.000 1.4344
0.618 1.4344
HIGH 1.4344
0.618 1.4344
0.500 1.4344
0.382 1.4344
LOW 1.4344
0.618 1.4344
1.000 1.4344
1.618 1.4344
2.618 1.4344
4.250 1.4344
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 1.4344 1.4374
PP 1.4327 1.4347
S1 1.4311 1.4321

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

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