CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 1.3889 1.4188 0.0299 2.2% 1.3729
High 1.3889 1.4188 0.0299 2.2% 1.3856
Low 1.3889 1.4150 0.0261 1.9% 1.3729
Close 1.3889 1.4193 0.0304 2.2% 1.3856
Range 0.0000 0.0038 0.0038 0.0127
ATR 0.0071 0.0087 0.0016 23.0% 0.0000
Volume 1 1 0 0.0% 10
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4291 1.4280 1.4214
R3 1.4253 1.4242 1.4203
R2 1.4215 1.4215 1.4200
R1 1.4204 1.4204 1.4196 1.4210
PP 1.4177 1.4177 1.4177 1.4180
S1 1.4166 1.4166 1.4190 1.4172
S2 1.4139 1.4139 1.4186
S3 1.4101 1.4128 1.4183
S4 1.4063 1.4090 1.4172
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 1.4188 1.3856 0.0332 2.3% 0.0008 0.1% 102% True False 1
10 1.4188 1.3729 0.0459 3.2% 0.0004 0.0% 101% True False 1
20 1.4188 1.3221 0.0967 6.8% 0.0002 0.0% 101% True False 2
40 1.4235 1.3221 0.1014 7.1% 0.0004 0.0% 96% False False 3
60 1.4458 1.3221 0.1237 8.7% 0.0006 0.0% 79% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.4350
2.618 1.4287
1.618 1.4249
1.000 1.4226
0.618 1.4211
HIGH 1.4188
0.618 1.4173
0.500 1.4169
0.382 1.4165
LOW 1.4150
0.618 1.4127
1.000 1.4112
1.618 1.4089
2.618 1.4051
4.250 1.3989
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 1.4185 1.4142
PP 1.4177 1.4090
S1 1.4169 1.4039

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

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