CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 1.3516 1.3410 -0.0106 -0.8% 1.3762
High 1.3543 1.3410 -0.0133 -1.0% 1.3762
Low 1.3501 1.3343 -0.0158 -1.2% 1.3465
Close 1.3533 1.3360 -0.0173 -1.3% 1.3536
Range 0.0042 0.0067 0.0025 59.5% 0.0297
ATR 0.0099 0.0106 0.0006 6.5% 0.0000
Volume 4 5 1 25.0% 97
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3572 1.3533 1.3397
R3 1.3505 1.3466 1.3378
R2 1.3438 1.3438 1.3372
R1 1.3399 1.3399 1.3366 1.3385
PP 1.3371 1.3371 1.3371 1.3364
S1 1.3332 1.3332 1.3354 1.3318
S2 1.3304 1.3304 1.3348
S3 1.3237 1.3265 1.3342
S4 1.3170 1.3198 1.3323
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4479 1.4304 1.3699
R3 1.4182 1.4007 1.3618
R2 1.3885 1.3885 1.3590
R1 1.3710 1.3710 1.3563 1.3649
PP 1.3588 1.3588 1.3588 1.3557
S1 1.3413 1.3413 1.3509 1.3352
S2 1.3291 1.3291 1.3482
S3 1.2994 1.3116 1.3454
S4 1.2697 1.2819 1.3373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3555 1.3343 0.0212 1.6% 0.0049 0.4% 8% False True 11
10 1.3785 1.3343 0.0442 3.3% 0.0089 0.7% 4% False True 15
20 1.4188 1.3343 0.0845 6.3% 0.0057 0.4% 2% False True 10
40 1.4188 1.3221 0.0967 7.2% 0.0029 0.2% 14% False False 6
60 1.4331 1.3221 0.1110 8.3% 0.0021 0.2% 13% False False 5
80 1.4458 1.3221 0.1237 9.3% 0.0018 0.1% 11% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3695
2.618 1.3585
1.618 1.3518
1.000 1.3477
0.618 1.3451
HIGH 1.3410
0.618 1.3384
0.500 1.3377
0.382 1.3369
LOW 1.3343
0.618 1.3302
1.000 1.3276
1.618 1.3235
2.618 1.3168
4.250 1.3058
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 1.3377 1.3443
PP 1.3371 1.3415
S1 1.3366 1.3388

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

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