CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 1.3792 1.3617 -0.0175 -1.3% 1.3916
High 1.3843 1.3617 -0.0226 -1.6% 1.3916
Low 1.3783 1.3560 -0.0223 -1.6% 1.3650
Close 1.3843 1.3551 -0.0292 -2.1% 1.3776
Range 0.0060 0.0057 -0.0003 -5.0% 0.0266
ATR 0.0091 0.0105 0.0014 15.0% 0.0000
Volume 13 3 -10 -76.9% 10
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3747 1.3706 1.3582
R3 1.3690 1.3649 1.3567
R2 1.3633 1.3633 1.3561
R1 1.3592 1.3592 1.3556 1.3584
PP 1.3576 1.3576 1.3576 1.3572
S1 1.3535 1.3535 1.3546 1.3527
S2 1.3519 1.3519 1.3541
S3 1.3462 1.3478 1.3535
S4 1.3405 1.3421 1.3520
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 1.3560 0.0283 2.1% 0.0039 0.3% -3% False True 3
10 1.4188 1.3560 0.0628 4.6% 0.0026 0.2% -1% False True 6
20 1.4188 1.3560 0.0628 4.6% 0.0013 0.1% -1% False True 4
40 1.4188 1.3221 0.0967 7.1% 0.0010 0.1% 34% False False 4
60 1.4458 1.3221 0.1237 9.1% 0.0010 0.1% 27% 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3859
2.618 1.3766
1.618 1.3709
1.000 1.3674
0.618 1.3652
HIGH 1.3617
0.618 1.3595
0.500 1.3589
0.382 1.3582
LOW 1.3560
0.618 1.3525
1.000 1.3503
1.618 1.3468
2.618 1.3411
4.250 1.3318
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 1.3589 1.3702
PP 1.3576 1.3651
S1 1.3564 1.3601

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

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