CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 1.3760 1.3816 0.0056 0.4% 1.3936
High 1.3760 1.3835 0.0075 0.5% 1.4188
Low 1.3760 1.3816 0.0056 0.4% 1.3889
Close 1.3760 1.3835 0.0075 0.5% 1.4140
Range 0.0000 0.0019 0.0019 0.0299
ATR 0.0101 0.0100 -0.0002 -1.9% 0.0000
Volume 2 0 -2 -100.0% 46
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3886 1.3879 1.3845
R3 1.3867 1.3860 1.3840
R2 1.3848 1.3848 1.3838
R1 1.3841 1.3841 1.3837 1.3845
PP 1.3829 1.3829 1.3829 1.3830
S1 1.3822 1.3822 1.3833 1.3826
S2 1.3810 1.3810 1.3832
S3 1.3791 1.3803 1.3830
S4 1.3772 1.3784 1.3825
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 1.4165 1.3650 0.0515 3.7% 0.0009 0.1% 36% False False 9
10 1.4188 1.3650 0.0538 3.9% 0.0008 0.1% 34% False False 5
20 1.4188 1.3383 0.0805 5.8% 0.0004 0.0% 56% False False 4
40 1.4188 1.3221 0.0967 7.0% 0.0005 0.0% 63% False False 4
60 1.4458 1.3221 0.1237 8.9% 0.0007 0.0% 50% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3916
2.618 1.3885
1.618 1.3866
1.000 1.3854
0.618 1.3847
HIGH 1.3835
0.618 1.3828
0.500 1.3826
0.382 1.3823
LOW 1.3816
0.618 1.3804
1.000 1.3797
1.618 1.3785
2.618 1.3766
4.250 1.3735
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 1.3832 1.3804
PP 1.3829 1.3773
S1 1.3826 1.3743

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

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