CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 1.4039 1.3872 -0.0167 -1.2% 1.4458
High 1.4039 1.3872 -0.0167 -1.2% 1.4458
Low 1.4039 1.3872 -0.0167 -1.2% 1.4149
Close 1.4076 1.3872 -0.0204 -1.4% 1.4149
Range
ATR 0.0073 0.0082 0.0009 12.9% 0.0000
Volume 1 1 0 0.0% 8
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3872 1.3872 1.3872
R3 1.3872 1.3872 1.3872
R2 1.3872 1.3872 1.3872
R1 1.3872 1.3872 1.3872 1.3872
PP 1.3872 1.3872 1.3872 1.3872
S1 1.3872 1.3872 1.3872 1.3872
S2 1.3872 1.3872 1.3872
S3 1.3872 1.3872 1.3872
S4 1.3872 1.3872 1.3872
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 1.4235 1.3872 0.0363 2.6% 0.0000 0.0% 0% False True 1
10 1.4458 1.3872 0.0586 4.2% 0.0005 0.0% 0% False True 1
20 1.4458 1.3872 0.0586 4.2% 0.0010 0.1% 0% 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 1.3872
2.618 1.3872
1.618 1.3872
1.000 1.3872
0.618 1.3872
HIGH 1.3872
0.618 1.3872
0.500 1.3872
0.382 1.3872
LOW 1.3872
0.618 1.3872
1.000 1.3872
1.618 1.3872
2.618 1.3872
4.250 1.3872
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 1.3872 1.3974
PP 1.3872 1.3940
S1 1.3872 1.3906

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

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