CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 1.3266 1.3103 -0.0163 -1.2% 1.3719
High 1.3290 1.3141 -0.0149 -1.1% 1.3767
Low 1.3057 1.2963 -0.0094 -0.7% 1.3195
Close 1.3109 1.3004 -0.0105 -0.8% 1.3235
Range 0.0233 0.0178 -0.0055 -23.6% 0.0572
ATR 0.0175 0.0176 0.0000 0.1% 0.0000
Volume 4,100 3,630 -470 -11.5% 8,785
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3570 1.3465 1.3102
R3 1.3392 1.3287 1.3053
R2 1.3214 1.3214 1.3037
R1 1.3109 1.3109 1.3020 1.3073
PP 1.3036 1.3036 1.3036 1.3018
S1 1.2931 1.2931 1.2988 1.2895
S2 1.2858 1.2858 1.2971
S3 1.2680 1.2753 1.2955
S4 1.2502 1.2575 1.2906
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.5115 1.4747 1.3550
R3 1.4543 1.4175 1.3392
R2 1.3971 1.3971 1.3340
R1 1.3603 1.3603 1.3287 1.3501
PP 1.3399 1.3399 1.3399 1.3348
S1 1.3031 1.3031 1.3183 1.2929
S2 1.2827 1.2827 1.3130
S3 1.2255 1.2459 1.3078
S4 1.1683 1.1887 1.2920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3604 1.2963 0.0641 4.9% 0.0196 1.5% 6% False True 3,078
10 1.3767 1.2963 0.0804 6.2% 0.0175 1.3% 5% False True 2,363
20 1.4250 1.2963 0.1287 9.9% 0.0181 1.4% 3% False True 1,685
40 1.4250 1.2963 0.1287 9.9% 0.0172 1.3% 3% False True 1,084
60 1.4250 1.2650 0.1600 12.3% 0.0156 1.2% 22% False False 833
80 1.4250 1.2642 0.1608 12.4% 0.0122 0.9% 23% False False 628
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3898
2.618 1.3607
1.618 1.3429
1.000 1.3319
0.618 1.3251
HIGH 1.3141
0.618 1.3073
0.500 1.3052
0.382 1.3031
LOW 1.2963
0.618 1.2853
1.000 1.2785
1.618 1.2675
2.618 1.2497
4.250 1.2207
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 1.3052 1.3167
PP 1.3036 1.3113
S1 1.3020 1.3058

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

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