CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 1.3916 1.3673 -0.0243 -1.7% 1.3936
High 1.3916 1.3673 -0.0243 -1.7% 1.4188
Low 1.3915 1.3650 -0.0265 -1.9% 1.3889
Close 1.3915 1.3710 -0.0205 -1.5% 1.4140
Range 0.0001 0.0023 0.0022 2,200.0% 0.0299
ATR 0.0093 0.0105 0.0012 13.2% 0.0000
Volume 3 4 1 33.3% 46
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3747 1.3751 1.3723
R3 1.3724 1.3728 1.3716
R2 1.3701 1.3701 1.3714
R1 1.3705 1.3705 1.3712 1.3703
PP 1.3678 1.3678 1.3678 1.3677
S1 1.3682 1.3682 1.3708 1.3680
S2 1.3655 1.3655 1.3706
S3 1.3632 1.3659 1.3704
S4 1.3609 1.3636 1.3697
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4969 1.4854 1.4304
R3 1.4670 1.4555 1.4222
R2 1.4371 1.4371 1.4195
R1 1.4256 1.4256 1.4167 1.4314
PP 1.4072 1.4072 1.4072 1.4101
S1 1.3957 1.3957 1.4113 1.4015
S2 1.3773 1.3773 1.4085
S3 1.3474 1.3658 1.4058
S4 1.3175 1.3359 1.3976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4188 1.3650 0.0538 3.9% 0.0012 0.1% 11% False True 9
10 1.4188 1.3650 0.0538 3.9% 0.0006 0.0% 11% False True 5
20 1.4188 1.3359 0.0829 6.0% 0.0003 0.0% 42% False False 4
40 1.4188 1.3221 0.0967 7.1% 0.0005 0.0% 51% False False 4
60 1.4458 1.3221 0.1237 9.0% 0.0006 0.0% 40% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3771
2.618 1.3733
1.618 1.3710
1.000 1.3696
0.618 1.3687
HIGH 1.3673
0.618 1.3664
0.500 1.3662
0.382 1.3659
LOW 1.3650
0.618 1.3636
1.000 1.3627
1.618 1.3613
2.618 1.3590
4.250 1.3552
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 1.3694 1.3908
PP 1.3678 1.3842
S1 1.3662 1.3776

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

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