CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 1.3759 1.3856 0.0097 0.7% 1.3729
High 1.3759 1.3856 0.0097 0.7% 1.3856
Low 1.3759 1.3856 0.0097 0.7% 1.3729
Close 1.3759 1.3856 0.0097 0.7% 1.3856
Range
ATR 0.0077 0.0078 0.0001 1.9% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3856 1.3856 1.3856
R3 1.3856 1.3856 1.3856
R2 1.3856 1.3856 1.3856
R1 1.3856 1.3856 1.3856 1.3856
PP 1.3856 1.3856 1.3856 1.3856
S1 1.3856 1.3856 1.3856 1.3856
S2 1.3856 1.3856 1.3856
S3 1.3856 1.3856 1.3856
S4 1.3856 1.3856 1.3856
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4195 1.4152 1.3926
R3 1.4068 1.4025 1.3891
R2 1.3941 1.3941 1.3879
R1 1.3898 1.3898 1.3868 1.3920
PP 1.3814 1.3814 1.3814 1.3824
S1 1.3771 1.3771 1.3844 1.3793
S2 1.3687 1.3687 1.3833
S3 1.3560 1.3644 1.3821
S4 1.3433 1.3517 1.3786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3856 1.3729 0.0127 0.9% 0.0000 0.0% 100% True False 2
10 1.3864 1.3640 0.0224 1.6% 0.0000 0.0% 96% False False 2
20 1.3864 1.3221 0.0643 4.6% 0.0000 0.0% 99% False False 3
40 1.4458 1.3221 0.1237 8.9% 0.0004 0.0% 51% 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 1.3856
2.618 1.3856
1.618 1.3856
1.000 1.3856
0.618 1.3856
HIGH 1.3856
0.618 1.3856
0.500 1.3856
0.382 1.3856
LOW 1.3856
0.618 1.3856
1.000 1.3856
1.618 1.3856
2.618 1.3856
4.250 1.3856
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 1.3856 1.3836
PP 1.3856 1.3815
S1 1.3856 1.3795

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

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