CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 1.3383 1.3652 0.0269 2.0% 1.3221
High 1.3383 1.3652 0.0269 2.0% 1.3418
Low 1.3383 1.3652 0.0269 2.0% 1.3221
Close 1.3383 1.3652 0.0269 2.0% 1.3383
Range
ATR 0.0088 0.0101 0.0013 14.7% 0.0000
Volume 4 4 0 0.0% 14
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3652 1.3652 1.3652
R3 1.3652 1.3652 1.3652
R2 1.3652 1.3652 1.3652
R1 1.3652 1.3652 1.3652 1.3652
PP 1.3652 1.3652 1.3652 1.3652
S1 1.3652 1.3652 1.3652 1.3652
S2 1.3652 1.3652 1.3652
S3 1.3652 1.3652 1.3652
S4 1.3652 1.3652 1.3652
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3932 1.3854 1.3491
R3 1.3735 1.3657 1.3437
R2 1.3538 1.3538 1.3419
R1 1.3460 1.3460 1.3401 1.3499
PP 1.3341 1.3341 1.3341 1.3360
S1 1.3263 1.3263 1.3365 1.3302
S2 1.3144 1.3144 1.3347
S3 1.2947 1.3066 1.3329
S4 1.2750 1.2869 1.3275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3652 1.3359 0.0293 2.1% 0.0000 0.0% 100% True False 3
10 1.3652 1.3221 0.0431 3.2% 0.0000 0.0% 100% True False 4
20 1.3790 1.3221 0.0569 4.2% 0.0006 0.0% 76% False False 4
40 1.4458 1.3221 0.1237 9.1% 0.0008 0.1% 35% 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 1.3652
2.618 1.3652
1.618 1.3652
1.000 1.3652
0.618 1.3652
HIGH 1.3652
0.618 1.3652
0.500 1.3652
0.382 1.3652
LOW 1.3652
0.618 1.3652
1.000 1.3652
1.618 1.3652
2.618 1.3652
4.250 1.3652
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 1.3652 1.3607
PP 1.3652 1.3562
S1 1.3652 1.3518

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

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