CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 1.3475 1.3550 0.0075 0.6% 1.3776
High 1.3545 1.3555 0.0010 0.1% 1.3843
Low 1.3475 1.3465 -0.0010 -0.1% 1.3510
Close 1.3534 1.3489 -0.0045 -0.3% 1.3762
Range 0.0070 0.0090 0.0020 28.6% 0.0333
ATR 0.0114 0.0113 -0.0002 -1.5% 0.0000
Volume 32 9 -23 -71.9% 48
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3773 1.3721 1.3539
R3 1.3683 1.3631 1.3514
R2 1.3593 1.3593 1.3506
R1 1.3541 1.3541 1.3497 1.3522
PP 1.3503 1.3503 1.3503 1.3494
S1 1.3451 1.3451 1.3481 1.3432
S2 1.3413 1.3413 1.3473
S3 1.3323 1.3361 1.3464
S4 1.3233 1.3271 1.3440
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 1.3465 0.0320 2.4% 0.0122 0.9% 8% False True 19
10 1.3843 1.3465 0.0378 2.8% 0.0091 0.7% 6% False True 12
20 1.4188 1.3465 0.0723 5.4% 0.0049 0.4% 3% False True 8
40 1.4188 1.3221 0.0967 7.2% 0.0025 0.2% 28% False False 6
60 1.4458 1.3221 0.1237 9.2% 0.0019 0.1% 22% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3938
2.618 1.3791
1.618 1.3701
1.000 1.3645
0.618 1.3611
HIGH 1.3555
0.618 1.3521
0.500 1.3510
0.382 1.3499
LOW 1.3465
0.618 1.3409
1.000 1.3375
1.618 1.3319
2.618 1.3229
4.250 1.3083
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 1.3510 1.3553
PP 1.3503 1.3532
S1 1.3496 1.3510

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

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