CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 1.3296 1.3255 -0.0041 -0.3% 1.3266
High 1.3393 1.3272 -0.0121 -0.9% 1.3428
Low 1.3249 1.3172 -0.0077 -0.6% 1.2963
Close 1.3278 1.3252 -0.0026 -0.2% 1.3369
Range 0.0144 0.0100 -0.0044 -30.6% 0.0465
ATR 0.0180 0.0175 -0.0005 -2.9% 0.0000
Volume 48,984 88,386 39,402 80.4% 41,137
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3532 1.3492 1.3307
R3 1.3432 1.3392 1.3280
R2 1.3332 1.3332 1.3270
R1 1.3292 1.3292 1.3261 1.3262
PP 1.3232 1.3232 1.3232 1.3217
S1 1.3192 1.3192 1.3243 1.3162
S2 1.3132 1.3132 1.3234
S3 1.3032 1.3092 1.3225
S4 1.2932 1.2992 1.3197
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 1.3054 0.0374 2.8% 0.0170 1.3% 53% False False 37,113
10 1.3428 1.2963 0.0465 3.5% 0.0178 1.3% 62% False False 20,908
20 1.3799 1.2963 0.0836 6.3% 0.0176 1.3% 35% False False 11,194
40 1.4250 1.2963 0.1287 9.7% 0.0175 1.3% 22% False False 5,889
60 1.4250 1.2954 0.1296 9.8% 0.0163 1.2% 23% False False 4,080
80 1.4250 1.2642 0.1608 12.1% 0.0133 1.0% 38% False False 3,067
100 1.4250 1.2642 0.1608 12.1% 0.0109 0.8% 38% False False 2,454
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 32 trading days
Fibonacci Retracements and Extensions
4.250 1.3697
2.618 1.3534
1.618 1.3434
1.000 1.3372
0.618 1.3334
HIGH 1.3272
0.618 1.3234
0.500 1.3222
0.382 1.3210
LOW 1.3172
0.618 1.3110
1.000 1.3072
1.618 1.3010
2.618 1.2910
4.250 1.2747
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 1.3242 1.3293
PP 1.3232 1.3279
S1 1.3222 1.3266

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

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