CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 1.3776 1.3792 0.0016 0.1% 1.3916
High 1.3776 1.3843 0.0067 0.5% 1.3916
Low 1.3725 1.3783 0.0058 0.4% 1.3650
Close 1.3776 1.3843 0.0067 0.5% 1.3776
Range 0.0051 0.0060 0.0009 17.6% 0.0266
ATR 0.0093 0.0091 -0.0002 -2.0% 0.0000
Volume 2 13 11 550.0% 10
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4003 1.3983 1.3876
R3 1.3943 1.3923 1.3860
R2 1.3883 1.3883 1.3854
R1 1.3863 1.3863 1.3849 1.3873
PP 1.3823 1.3823 1.3823 1.3828
S1 1.3803 1.3803 1.3838 1.3813
S2 1.3763 1.3763 1.3832
S3 1.3703 1.3743 1.3827
S4 1.3643 1.3683 1.3810
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 1.3843 1.3725 0.0118 0.9% 0.0028 0.2% 100% True False 3
10 1.4188 1.3650 0.0538 3.9% 0.0020 0.1% 36% False False 6
20 1.4188 1.3650 0.0538 3.9% 0.0010 0.1% 36% False False 4
40 1.4188 1.3221 0.0967 7.0% 0.0008 0.1% 64% False False 4
60 1.4458 1.3221 0.1237 8.9% 0.0009 0.1% 50% False False 3
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 0.0001
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.4098
2.618 1.4000
1.618 1.3940
1.000 1.3903
0.618 1.3880
HIGH 1.3843
0.618 1.3820
0.500 1.3813
0.382 1.3806
LOW 1.3783
0.618 1.3746
1.000 1.3723
1.618 1.3686
2.618 1.3626
4.250 1.3528
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 1.3833 1.3823
PP 1.3823 1.3804
S1 1.3813 1.3784

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

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