CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 1.3762 1.3641 -0.0121 -0.9% 1.3776
High 1.3762 1.3641 -0.0121 -0.9% 1.3843
Low 1.3605 1.3512 -0.0093 -0.7% 1.3510
Close 1.3628 1.3564 -0.0064 -0.5% 1.3762
Range 0.0157 0.0129 -0.0028 -17.8% 0.0333
ATR 0.0115 0.0116 0.0001 0.8% 0.0000
Volume 11 20 9 81.8% 48
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3959 1.3891 1.3635
R3 1.3830 1.3762 1.3599
R2 1.3701 1.3701 1.3588
R1 1.3633 1.3633 1.3576 1.3603
PP 1.3572 1.3572 1.3572 1.3557
S1 1.3504 1.3504 1.3552 1.3474
S2 1.3443 1.3443 1.3540
S3 1.3314 1.3375 1.3529
S4 1.3185 1.3246 1.3493
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 1.3785 1.3510 0.0275 2.0% 0.0126 0.9% 20% False False 12
10 1.3843 1.3510 0.0333 2.5% 0.0077 0.6% 16% False False 8
20 1.4188 1.3510 0.0678 5.0% 0.0041 0.3% 8% False False 7
40 1.4188 1.3221 0.0967 7.1% 0.0023 0.2% 35% False False 5
60 1.4458 1.3221 0.1237 9.1% 0.0017 0.1% 28% False False 4
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4189
2.618 1.3979
1.618 1.3850
1.000 1.3770
0.618 1.3721
HIGH 1.3641
0.618 1.3592
0.500 1.3577
0.382 1.3561
LOW 1.3512
0.618 1.3432
1.000 1.3383
1.618 1.3303
2.618 1.3174
4.250 1.2964
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 1.3577 1.3649
PP 1.3572 1.3620
S1 1.3568 1.3592

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

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