CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 1.3638 1.3566 -0.0072 -0.5% 1.3631
High 1.3638 1.3566 -0.0072 -0.5% 1.3780
Low 1.3638 1.3566 -0.0072 -0.5% 1.3465
Close 1.3638 1.3566 -0.0072 -0.5% 1.3465
Range
ATR 0.0087 0.0086 -0.0001 -1.2% 0.0000
Volume 9 9 0 0.0% 24
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3566 1.3566 1.3566
R3 1.3566 1.3566 1.3566
R2 1.3566 1.3566 1.3566
R1 1.3566 1.3566 1.3566 1.3566
PP 1.3566 1.3566 1.3566 1.3566
S1 1.3566 1.3566 1.3566 1.3566
S2 1.3566 1.3566 1.3566
S3 1.3566 1.3566 1.3566
S4 1.3566 1.3566 1.3566
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 1.3638 1.3465 0.0173 1.3% 0.0000 0.0% 58% False False 9
10 1.3790 1.3465 0.0325 2.4% 0.0013 0.1% 31% False False 5
20 1.4331 1.3465 0.0866 6.4% 0.0006 0.0% 12% False False 3
40 1.4458 1.3465 0.0993 7.3% 0.0008 0.1% 10% 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 1.3566
2.618 1.3566
1.618 1.3566
1.000 1.3566
0.618 1.3566
HIGH 1.3566
0.618 1.3566
0.500 1.3566
0.382 1.3566
LOW 1.3566
0.618 1.3566
1.000 1.3566
1.618 1.3566
2.618 1.3566
4.250 1.3566
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 1.3566 1.3561
PP 1.3566 1.3556
S1 1.3566 1.3552

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

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