CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 1.3510 1.3620 0.0110 0.8% 1.3776
High 1.3630 1.3785 0.0155 1.1% 1.3843
Low 1.3510 1.3620 0.0110 0.8% 1.3510
Close 1.3596 1.3762 0.0166 1.2% 1.3762
Range 0.0120 0.0165 0.0045 37.5% 0.0333
ATR 0.0106 0.0112 0.0006 5.6% 0.0000
Volume 5 25 20 400.0% 48
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4217 1.4155 1.3853
R3 1.4052 1.3990 1.3807
R2 1.3887 1.3887 1.3792
R1 1.3825 1.3825 1.3777 1.3856
PP 1.3722 1.3722 1.3722 1.3738
S1 1.3660 1.3660 1.3747 1.3691
S2 1.3557 1.3557 1.3732
S3 1.3392 1.3495 1.3717
S4 1.3227 1.3330 1.3671
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4704 1.4566 1.3945
R3 1.4371 1.4233 1.3854
R2 1.4038 1.4038 1.3823
R1 1.3900 1.3900 1.3793 1.3803
PP 1.3705 1.3705 1.3705 1.3656
S1 1.3567 1.3567 1.3731 1.3470
S2 1.3372 1.3372 1.3701
S3 1.3039 1.3234 1.3670
S4 1.2706 1.2901 1.3579
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3843 1.3510 0.0333 2.4% 0.0091 0.7% 76% False False 9
10 1.3916 1.3510 0.0406 3.0% 0.0051 0.4% 62% False False 5
20 1.4188 1.3510 0.0678 4.9% 0.0027 0.2% 37% False False 5
40 1.4188 1.3221 0.0967 7.0% 0.0016 0.1% 56% False False 5
60 1.4458 1.3221 0.1237 9.0% 0.0012 0.1% 44% False False 4
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 75 trading days
Fibonacci Retracements and Extensions
4.250 1.4486
2.618 1.4217
1.618 1.4052
1.000 1.3950
0.618 1.3887
HIGH 1.3785
0.618 1.3722
0.500 1.3703
0.382 1.3683
LOW 1.3620
0.618 1.3518
1.000 1.3455
1.618 1.3353
2.618 1.3188
4.250 1.2919
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 1.3742 1.3724
PP 1.3722 1.3686
S1 1.3703 1.3648

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

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