CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 1.4165 1.3916 -0.0249 -1.8% 1.3936
High 1.4165 1.3916 -0.0249 -1.8% 1.4188
Low 1.4165 1.3915 -0.0250 -1.8% 1.3889
Close 1.4140 1.3915 -0.0225 -1.6% 1.4140
Range 0.0000 0.0001 0.0001 0.0299
ATR 0.0083 0.0093 0.0010 12.2% 0.0000
Volume 40 3 -37 -92.5% 46
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3918 1.3918 1.3916
R3 1.3917 1.3917 1.3915
R2 1.3916 1.3916 1.3915
R1 1.3916 1.3916 1.3915 1.3916
PP 1.3915 1.3915 1.3915 1.3915
S1 1.3915 1.3915 1.3915 1.3915
S2 1.3914 1.3914 1.3915
S3 1.3913 1.3914 1.3915
S4 1.3912 1.3913 1.3914
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4969 1.4854 1.4304
R3 1.4670 1.4555 1.4222
R2 1.4371 1.4371 1.4195
R1 1.4256 1.4256 1.4167 1.4314
PP 1.4072 1.4072 1.4072 1.4101
S1 1.3957 1.3957 1.4113 1.4015
S2 1.3773 1.3773 1.4085
S3 1.3474 1.3658 1.4058
S4 1.3175 1.3359 1.3976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4188 1.3889 0.0299 2.1% 0.0008 0.1% 9% False False 9
10 1.4188 1.3732 0.0456 3.3% 0.0004 0.0% 40% False False 5
20 1.4188 1.3359 0.0829 6.0% 0.0002 0.0% 67% False False 4
40 1.4188 1.3221 0.0967 6.9% 0.0004 0.0% 72% False False 4
60 1.4458 1.3221 0.1237 8.9% 0.0006 0.0% 56% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3920
2.618 1.3919
1.618 1.3918
1.000 1.3917
0.618 1.3917
HIGH 1.3916
0.618 1.3916
0.500 1.3916
0.382 1.3915
LOW 1.3915
0.618 1.3914
1.000 1.3914
1.618 1.3913
2.618 1.3912
4.250 1.3911
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 1.3916 1.4052
PP 1.3915 1.4006
S1 1.3915 1.3961

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

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