CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 1.3673 1.3760 0.0087 0.6% 1.3936
High 1.3673 1.3760 0.0087 0.6% 1.4188
Low 1.3650 1.3760 0.0110 0.8% 1.3889
Close 1.3710 1.3760 0.0050 0.4% 1.4140
Range 0.0023 0.0000 -0.0023 -100.0% 0.0299
ATR 0.0105 0.0101 -0.0004 -3.8% 0.0000
Volume 4 2 -2 -50.0% 46
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3760 1.3760 1.3760
R3 1.3760 1.3760 1.3760
R2 1.3760 1.3760 1.3760
R1 1.3760 1.3760 1.3760 1.3760
PP 1.3760 1.3760 1.3760 1.3760
S1 1.3760 1.3760 1.3760 1.3760
S2 1.3760 1.3760 1.3760
S3 1.3760 1.3760 1.3760
S4 1.3760 1.3760 1.3760
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 1.3650 0.0538 3.9% 0.0012 0.1% 20% False False 10
10 1.4188 1.3650 0.0538 3.9% 0.0006 0.0% 20% False False 5
20 1.4188 1.3383 0.0805 5.9% 0.0003 0.0% 47% False False 4
40 1.4188 1.3221 0.0967 7.0% 0.0005 0.0% 56% False False 4
60 1.4458 1.3221 0.1237 9.0% 0.0006 0.0% 44% False False 3
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3760
2.618 1.3760
1.618 1.3760
1.000 1.3760
0.618 1.3760
HIGH 1.3760
0.618 1.3760
0.500 1.3760
0.382 1.3760
LOW 1.3760
0.618 1.3760
1.000 1.3760
1.618 1.3760
2.618 1.3760
4.250 1.3760
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 1.3760 1.3783
PP 1.3760 1.3775
S1 1.3760 1.3768

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

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