CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 1.4735 1.4735 0.0000 0.0% 1.4480
High 1.4735 1.4735 0.0000 0.0% 1.4735
Low 1.4711 1.4735 0.0024 0.2% 1.4480
Close 1.4726 1.4735 0.0009 0.1% 1.4726
Range 0.0024 0.0000 -0.0024 -100.0% 0.0255
ATR 0.0078 0.0073 -0.0005 -6.3% 0.0000
Volume 2 8 6 300.0% 8
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 1.4735 1.4735 1.4735
R3 1.4735 1.4735 1.4735
R2 1.4735 1.4735 1.4735
R1 1.4735 1.4735 1.4735 1.4735
PP 1.4735 1.4735 1.4735 1.4735
S1 1.4735 1.4735 1.4735 1.4735
S2 1.4735 1.4735 1.4735
S3 1.4735 1.4735 1.4735
S4 1.4735 1.4735 1.4735
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5412 1.5324 1.4866
R3 1.5157 1.5069 1.4796
R2 1.4902 1.4902 1.4773
R1 1.4814 1.4814 1.4749 1.4858
PP 1.4647 1.4647 1.4647 1.4669
S1 1.4559 1.4559 1.4703 1.4603
S2 1.4392 1.4392 1.4679
S3 1.4137 1.4304 1.4656
S4 1.3882 1.4049 1.4586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4735 1.4527 0.0208 1.4% 0.0030 0.2% 100% True False 3
10 1.4735 1.4074 0.0661 4.5% 0.0047 0.3% 100% True False 5
20 1.4735 1.4074 0.0661 4.5% 0.0027 0.2% 100% True False 3
40 1.4735 1.3705 0.1030 7.0% 0.0019 0.1% 100% True False 5
60 1.4735 1.3415 0.1320 9.0% 0.0013 0.1% 100% True False 4
Crabel Price Patterns
NR True
NR4 True
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4735
2.618 1.4735
1.618 1.4735
1.000 1.4735
0.618 1.4735
HIGH 1.4735
0.618 1.4735
0.500 1.4735
0.382 1.4735
LOW 1.4735
0.618 1.4735
1.000 1.4735
1.618 1.4735
2.618 1.4735
4.250 1.4735
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 1.4735 1.4729
PP 1.4735 1.4723
S1 1.4735 1.4718

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

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