CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 1.3732 1.3733 0.0001 0.0% 1.3652
High 1.3732 1.3733 0.0001 0.0% 1.3864
Low 1.3732 1.3733 0.0001 0.0% 1.3640
Close 1.3732 1.3733 0.0001 0.0% 1.3864
Range
ATR 0.0087 0.0080 -0.0006 -7.1% 0.0000
Volume 2 2 0 0.0% 14
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3733 1.3733 1.3733
R3 1.3733 1.3733 1.3733
R2 1.3733 1.3733 1.3733
R1 1.3733 1.3733 1.3733 1.3733
PP 1.3733 1.3733 1.3733 1.3733
S1 1.3733 1.3733 1.3733 1.3733
S2 1.3733 1.3733 1.3733
S3 1.3733 1.3733 1.3733
S4 1.3733 1.3733 1.3733
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4461 1.4387 1.3987
R3 1.4237 1.4163 1.3926
R2 1.4013 1.4013 1.3905
R1 1.3939 1.3939 1.3885 1.3976
PP 1.3789 1.3789 1.3789 1.3808
S1 1.3715 1.3715 1.3843 1.3752
S2 1.3565 1.3565 1.3823
S3 1.3341 1.3491 1.3802
S4 1.3117 1.3267 1.3741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3864 1.3729 0.0135 1.0% 0.0000 0.0% 3% False False 2
10 1.3864 1.3383 0.0481 3.5% 0.0000 0.0% 73% False False 2
20 1.3864 1.3221 0.0643 4.7% 0.0000 0.0% 80% False False 4
40 1.4458 1.3221 0.1237 9.0% 0.0004 0.0% 41% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3733
2.618 1.3733
1.618 1.3733
1.000 1.3733
0.618 1.3733
HIGH 1.3733
0.618 1.3733
0.500 1.3733
0.382 1.3733
LOW 1.3733
0.618 1.3733
1.000 1.3733
1.618 1.3733
2.618 1.3733
4.250 1.3733
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 1.3733 1.3732
PP 1.3733 1.3732
S1 1.3733 1.3731

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

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