CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 1.3206 1.3400 0.0194 1.5% 1.3266
High 1.3428 1.3413 -0.0015 -0.1% 1.3428
Low 1.3185 1.3235 0.0050 0.4% 1.2963
Close 1.3369 1.3311 -0.0058 -0.4% 1.3369
Range 0.0243 0.0178 -0.0065 -26.7% 0.0465
ATR 0.0183 0.0183 0.0000 -0.2% 0.0000
Volume 10,038 24,436 14,398 143.4% 41,137
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3854 1.3760 1.3409
R3 1.3676 1.3582 1.3360
R2 1.3498 1.3498 1.3344
R1 1.3404 1.3404 1.3327 1.3362
PP 1.3320 1.3320 1.3320 1.3299
S1 1.3226 1.3226 1.3295 1.3184
S2 1.3142 1.3142 1.3278
S3 1.2964 1.3048 1.3262
S4 1.2786 1.2870 1.3213
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4648 1.4474 1.3625
R3 1.4183 1.4009 1.3497
R2 1.3718 1.3718 1.3454
R1 1.3544 1.3544 1.3412 1.3631
PP 1.3253 1.3253 1.3253 1.3297
S1 1.3079 1.3079 1.3326 1.3166
S2 1.2788 1.2788 1.3284
S3 1.2323 1.2614 1.3241
S4 1.1858 1.2149 1.3113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3428 1.2963 0.0465 3.5% 0.0198 1.5% 75% False False 12,294
10 1.3767 1.2963 0.0804 6.0% 0.0200 1.5% 43% False False 7,435
20 1.4055 1.2963 0.1092 8.2% 0.0184 1.4% 32% False False 4,410
40 1.4250 1.2963 0.1287 9.7% 0.0176 1.3% 27% False False 2,475
60 1.4250 1.2781 0.1469 11.0% 0.0163 1.2% 36% False False 1,792
80 1.4250 1.2642 0.1608 12.1% 0.0130 1.0% 42% False False 1,350
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4170
2.618 1.3879
1.618 1.3701
1.000 1.3591
0.618 1.3523
HIGH 1.3413
0.618 1.3345
0.500 1.3324
0.382 1.3303
LOW 1.3235
0.618 1.3125
1.000 1.3057
1.618 1.2947
2.618 1.2769
4.250 1.2479
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 1.3324 1.3288
PP 1.3320 1.3264
S1 1.3315 1.3241

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

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