CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 1.3641 1.3475 -0.0166 -1.2% 1.3776
High 1.3641 1.3545 -0.0096 -0.7% 1.3843
Low 1.3512 1.3475 -0.0037 -0.3% 1.3510
Close 1.3564 1.3534 -0.0030 -0.2% 1.3762
Range 0.0129 0.0070 -0.0059 -45.7% 0.0333
ATR 0.0116 0.0114 -0.0002 -1.7% 0.0000
Volume 20 32 12 60.0% 48
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3728 1.3701 1.3573
R3 1.3658 1.3631 1.3553
R2 1.3588 1.3588 1.3547
R1 1.3561 1.3561 1.3540 1.3575
PP 1.3518 1.3518 1.3518 1.3525
S1 1.3491 1.3491 1.3528 1.3505
S2 1.3448 1.3448 1.3521
S3 1.3378 1.3421 1.3515
S4 1.3308 1.3351 1.3496
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 1.3475 0.0310 2.3% 0.0128 0.9% 19% False True 18
10 1.3843 1.3475 0.0368 2.7% 0.0084 0.6% 16% False True 11
20 1.4188 1.3475 0.0713 5.3% 0.0045 0.3% 8% False True 8
40 1.4188 1.3221 0.0967 7.1% 0.0023 0.2% 32% False False 6
60 1.4458 1.3221 0.1237 9.1% 0.0018 0.1% 25% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3843
2.618 1.3728
1.618 1.3658
1.000 1.3615
0.618 1.3588
HIGH 1.3545
0.618 1.3518
0.500 1.3510
0.382 1.3502
LOW 1.3475
0.618 1.3432
1.000 1.3405
1.618 1.3362
2.618 1.3292
4.250 1.3178
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 1.3526 1.3619
PP 1.3518 1.3590
S1 1.3510 1.3562

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

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