CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 1.4331 1.4235 -0.0096 -0.7% 1.4336
High 1.4331 1.4235 -0.0096 -0.7% 1.4445
Low 1.4331 1.4235 -0.0096 -0.7% 1.4325
Close 1.4331 1.4235 -0.0096 -0.7% 1.4438
Range
ATR 0.0071 0.0072 0.0002 2.6% 0.0000
Volume 2 2 0 0.0% 33
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4235 1.4235 1.4235
R3 1.4235 1.4235 1.4235
R2 1.4235 1.4235 1.4235
R1 1.4235 1.4235 1.4235 1.4235
PP 1.4235 1.4235 1.4235 1.4235
S1 1.4235 1.4235 1.4235 1.4235
S2 1.4235 1.4235 1.4235
S3 1.4235 1.4235 1.4235
S4 1.4235 1.4235 1.4235
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4763 1.4720 1.4504
R3 1.4643 1.4600 1.4471
R2 1.4523 1.4523 1.4460
R1 1.4480 1.4480 1.4449 1.4502
PP 1.4403 1.4403 1.4403 1.4413
S1 1.4360 1.4360 1.4427 1.4382
S2 1.4283 1.4283 1.4416
S3 1.4163 1.4240 1.4405
S4 1.4043 1.4120 1.4372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4458 1.4235 0.0223 1.6% 0.0010 0.1% 0% False True 1
10 1.4458 1.4235 0.0223 1.6% 0.0005 0.0% 0% False True 4
20 1.4458 1.4140 0.0318 2.2% 0.0010 0.1% 30% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.4235
2.618 1.4235
1.618 1.4235
1.000 1.4235
0.618 1.4235
HIGH 1.4235
0.618 1.4235
0.500 1.4235
0.382 1.4235
LOW 1.4235
0.618 1.4235
1.000 1.4235
1.618 1.4235
2.618 1.4235
4.250 1.4235
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 1.4235 1.4318
PP 1.4235 1.4290
S1 1.4235 1.4263

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

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