CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 1.3733 1.3759 0.0026 0.2% 1.3652
High 1.3733 1.3759 0.0026 0.2% 1.3864
Low 1.3733 1.3759 0.0026 0.2% 1.3640
Close 1.3733 1.3759 0.0026 0.2% 1.3864
Range
ATR 0.0080 0.0077 -0.0004 -4.8% 0.0000
Volume 2 2 0 0.0% 14
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3759 1.3759 1.3759
R3 1.3759 1.3759 1.3759
R2 1.3759 1.3759 1.3759
R1 1.3759 1.3759 1.3759 1.3759
PP 1.3759 1.3759 1.3759 1.3759
S1 1.3759 1.3759 1.3759 1.3759
S2 1.3759 1.3759 1.3759
S3 1.3759 1.3759 1.3759
S4 1.3759 1.3759 1.3759
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% 22% False False 2
10 1.3864 1.3383 0.0481 3.5% 0.0000 0.0% 78% False False 2
20 1.3864 1.3221 0.0643 4.7% 0.0000 0.0% 84% False False 4
40 1.4458 1.3221 0.1237 9.0% 0.0004 0.0% 43% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3759
2.618 1.3759
1.618 1.3759
1.000 1.3759
0.618 1.3759
HIGH 1.3759
0.618 1.3759
0.500 1.3759
0.382 1.3759
LOW 1.3759
0.618 1.3759
1.000 1.3759
1.618 1.3759
2.618 1.3759
4.250 1.3759
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 1.3759 1.3755
PP 1.3759 1.3750
S1 1.3759 1.3746

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

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