CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 1.4390 1.4440 0.0050 0.3% 1.4140
High 1.4390 1.4440 0.0050 0.3% 1.4198
Low 1.4390 1.4440 0.0050 0.3% 1.4140
Close 1.4341 1.4400 0.0059 0.4% 1.4198
Range
ATR 0.0000 0.0068 0.0068 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4427 1.4413 1.4400
R3 1.4427 1.4413 1.4400
R2 1.4427 1.4427 1.4400
R1 1.4413 1.4413 1.4400 1.4420
PP 1.4427 1.4427 1.4427 1.4430
S1 1.4413 1.4413 1.4400 1.4420
S2 1.4427 1.4427 1.4400
S3 1.4427 1.4413 1.4400
S4 1.4427 1.4413 1.4400
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4353 1.4333 1.4230
R3 1.4295 1.4275 1.4214
R2 1.4237 1.4237 1.4209
R1 1.4217 1.4217 1.4203 1.4227
PP 1.4179 1.4179 1.4179 1.4184
S1 1.4159 1.4159 1.4193 1.4169
S2 1.4121 1.4121 1.4187
S3 1.4063 1.4101 1.4182
S4 1.4005 1.4043 1.4166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4440 1.4173 0.0267 1.9% 0.0000 0.0% 85% True False 1
10 1.4440 1.4070 0.0370 2.6% 0.0000 0.0% 89% True 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 1.4440
2.618 1.4440
1.618 1.4440
1.000 1.4440
0.618 1.4440
HIGH 1.4440
0.618 1.4440
0.500 1.4440
0.382 1.4440
LOW 1.4440
0.618 1.4440
1.000 1.4440
1.618 1.4440
2.618 1.4440
4.250 1.4440
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 1.4440 1.4415
PP 1.4427 1.4410
S1 1.4413 1.4405

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

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