CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 1.3465 1.3638 0.0173 1.3% 1.3631
High 1.3465 1.3638 0.0173 1.3% 1.3780
Low 1.3465 1.3638 0.0173 1.3% 1.3465
Close 1.3465 1.3638 0.0173 1.3% 1.3465
Range
ATR 0.0080 0.0087 0.0007 8.3% 0.0000
Volume 9 9 0 0.0% 24
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3638 1.3638 1.3638
R3 1.3638 1.3638 1.3638
R2 1.3638 1.3638 1.3638
R1 1.3638 1.3638 1.3638 1.3638
PP 1.3638 1.3638 1.3638 1.3638
S1 1.3638 1.3638 1.3638 1.3638
S2 1.3638 1.3638 1.3638
S3 1.3638 1.3638 1.3638
S4 1.3638 1.3638 1.3638
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4515 1.4305 1.3638
R3 1.4200 1.3990 1.3552
R2 1.3885 1.3885 1.3523
R1 1.3675 1.3675 1.3494 1.3623
PP 1.3570 1.3570 1.3570 1.3544
S1 1.3360 1.3360 1.3436 1.3308
S2 1.3255 1.3255 1.3407
S3 1.2940 1.3045 1.3378
S4 1.2625 1.2730 1.3292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3780 1.3465 0.0315 2.3% 0.0015 0.1% 55% False False 7
10 1.3790 1.3465 0.0325 2.4% 0.0013 0.1% 53% False False 5
20 1.4400 1.3465 0.0935 6.9% 0.0009 0.1% 19% False False 3
40 1.4458 1.3465 0.0993 7.3% 0.0008 0.1% 17% False False 3
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 1.3638
2.618 1.3638
1.618 1.3638
1.000 1.3638
0.618 1.3638
HIGH 1.3638
0.618 1.3638
0.500 1.3638
0.382 1.3638
LOW 1.3638
0.618 1.3638
1.000 1.3638
1.618 1.3638
2.618 1.3638
4.250 1.3638
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 1.3638 1.3609
PP 1.3638 1.3580
S1 1.3638 1.3552

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

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