CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 1.3816 1.3785 -0.0031 -0.2% 1.3916
High 1.3835 1.3785 -0.0050 -0.4% 1.3916
Low 1.3816 1.3776 -0.0040 -0.3% 1.3650
Close 1.3835 1.3776 -0.0059 -0.4% 1.3776
Range 0.0019 0.0009 -0.0010 -52.6% 0.0266
ATR 0.0100 0.0097 -0.0003 -2.9% 0.0000
Volume 0 1 1 10
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3806 1.3800 1.3781
R3 1.3797 1.3791 1.3778
R2 1.3788 1.3788 1.3778
R1 1.3782 1.3782 1.3777 1.3781
PP 1.3779 1.3779 1.3779 1.3778
S1 1.3773 1.3773 1.3775 1.3772
S2 1.3770 1.3770 1.3774
S3 1.3761 1.3764 1.3774
S4 1.3752 1.3755 1.3771
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4579 1.4443 1.3922
R3 1.4313 1.4177 1.3849
R2 1.4047 1.4047 1.3825
R1 1.3911 1.3911 1.3800 1.3846
PP 1.3781 1.3781 1.3781 1.3748
S1 1.3645 1.3645 1.3752 1.3580
S2 1.3515 1.3515 1.3727
S3 1.3249 1.3379 1.3703
S4 1.2983 1.3113 1.3630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3916 1.3650 0.0266 1.9% 0.0010 0.1% 47% False False 2
10 1.4188 1.3650 0.0538 3.9% 0.0009 0.1% 23% False False 5
20 1.4188 1.3640 0.0548 4.0% 0.0005 0.0% 25% False False 4
40 1.4188 1.3221 0.0967 7.0% 0.0005 0.0% 57% False False 4
60 1.4458 1.3221 0.1237 9.0% 0.0007 0.0% 45% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3823
2.618 1.3809
1.618 1.3800
1.000 1.3794
0.618 1.3791
HIGH 1.3785
0.618 1.3782
0.500 1.3781
0.382 1.3779
LOW 1.3776
0.618 1.3770
1.000 1.3767
1.618 1.3761
2.618 1.3752
4.250 1.3738
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 1.3781 1.3798
PP 1.3779 1.3790
S1 1.3778 1.3783

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

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