CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 1.4075 1.4039 -0.0036 -0.3% 1.4458
High 1.4075 1.4039 -0.0036 -0.3% 1.4458
Low 1.4075 1.4039 -0.0036 -0.3% 1.4149
Close 1.3976 1.4076 0.0100 0.7% 1.4149
Range
ATR 0.0073 0.0073 -0.0001 -1.0% 0.0000
Volume 2 1 -1 -50.0% 8
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4051 1.4064 1.4076
R3 1.4051 1.4064 1.4076
R2 1.4051 1.4051 1.4076
R1 1.4064 1.4064 1.4076 1.4058
PP 1.4051 1.4051 1.4051 1.4048
S1 1.4064 1.4064 1.4076 1.4058
S2 1.4051 1.4051 1.4076
S3 1.4051 1.4064 1.4076
S4 1.4051 1.4064 1.4076
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5179 1.4973 1.4319
R3 1.4870 1.4664 1.4234
R2 1.4561 1.4561 1.4206
R1 1.4355 1.4355 1.4177 1.4304
PP 1.4252 1.4252 1.4252 1.4226
S1 1.4046 1.4046 1.4121 1.3995
S2 1.3943 1.3943 1.4092
S3 1.3634 1.3737 1.4064
S4 1.3325 1.3428 1.3979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4331 1.4039 0.0292 2.1% 0.0000 0.0% 13% False True 1
10 1.4458 1.4039 0.0419 3.0% 0.0005 0.0% 9% False True 1
20 1.4458 1.4039 0.0419 3.0% 0.0010 0.1% 9% False True 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 1.4039
2.618 1.4039
1.618 1.4039
1.000 1.4039
0.618 1.4039
HIGH 1.4039
0.618 1.4039
0.500 1.4039
0.382 1.4039
LOW 1.4039
0.618 1.4039
1.000 1.4039
1.618 1.4039
2.618 1.4039
4.250 1.4039
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 1.4064 1.4094
PP 1.4051 1.4088
S1 1.4039 1.4082

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

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