CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 1.3195 1.3151 -0.0044 -0.3% 1.3600
High 1.3220 1.3250 0.0030 0.2% 1.3600
Low 1.3195 1.3052 -0.0143 -1.1% 1.3195
Close 1.3229 1.3102 -0.0127 -1.0% 1.3229
Range 0.0025 0.0198 0.0173 692.0% 0.0405
ATR 0.0094 0.0101 0.0007 7.9% 0.0000
Volume 10 15 5 50.0% 59
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3729 1.3613 1.3211
R3 1.3531 1.3415 1.3156
R2 1.3333 1.3333 1.3138
R1 1.3217 1.3217 1.3120 1.3176
PP 1.3135 1.3135 1.3135 1.3114
S1 1.3019 1.3019 1.3084 1.2978
S2 1.2937 1.2937 1.3066
S3 1.2739 1.2821 1.3048
S4 1.2541 1.2623 1.2993
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4556 1.4298 1.3452
R3 1.4151 1.3893 1.3340
R2 1.3746 1.3746 1.3303
R1 1.3488 1.3488 1.3266 1.3415
PP 1.3341 1.3341 1.3341 1.3305
S1 1.3083 1.3083 1.3192 1.3010
S2 1.2936 1.2936 1.3155
S3 1.2531 1.2678 1.3118
S4 1.2126 1.2273 1.3006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3600 1.3052 0.0548 4.2% 0.0061 0.5% 9% False True 14
10 1.3640 1.3052 0.0588 4.5% 0.0044 0.3% 9% False True 10
20 1.4180 1.3052 0.1128 8.6% 0.0033 0.2% 4% False True 8
40 1.4180 1.3052 0.1128 8.6% 0.0020 0.2% 4% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1.4092
2.618 1.3768
1.618 1.3570
1.000 1.3448
0.618 1.3372
HIGH 1.3250
0.618 1.3174
0.500 1.3151
0.382 1.3128
LOW 1.3052
0.618 1.2930
1.000 1.2854
1.618 1.2732
2.618 1.2534
4.250 1.2211
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 1.3151 1.3224
PP 1.3135 1.3183
S1 1.3118 1.3143

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

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