CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 1.4267 1.4100 -0.0167 -1.2% 1.4735
High 1.4267 1.4100 -0.0167 -1.2% 1.4735
Low 1.4218 1.4100 -0.0118 -0.8% 1.4250
Close 1.4292 1.4094 -0.0198 -1.4% 1.4229
Range 0.0049 0.0000 -0.0049 -100.0% 0.0485
ATR 0.0087 0.0095 0.0007 8.6% 0.0000
Volume 37 4 -33 -89.2% 50
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 1.4098 1.4096 1.4094
R3 1.4098 1.4096 1.4094
R2 1.4098 1.4098 1.4094
R1 1.4096 1.4096 1.4094 1.4097
PP 1.4098 1.4098 1.4098 1.4099
S1 1.4096 1.4096 1.4094 1.4097
S2 1.4098 1.4098 1.4094
S3 1.4098 1.4096 1.4094
S4 1.4098 1.4096 1.4094
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.5860 1.5529 1.4496
R3 1.5375 1.5044 1.4362
R2 1.4890 1.4890 1.4318
R1 1.4559 1.4559 1.4273 1.4482
PP 1.4405 1.4405 1.4405 1.4366
S1 1.4074 1.4074 1.4185 1.3997
S2 1.3920 1.3920 1.4140
S3 1.3435 1.3589 1.4096
S4 1.2950 1.3104 1.3962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4731 1.4100 0.0631 4.5% 0.0118 0.8% -1% False True 15
10 1.4735 1.4100 0.0635 4.5% 0.0068 0.5% -1% False True 10
20 1.4735 1.4074 0.0661 4.7% 0.0058 0.4% 3% False False 7
40 1.4735 1.3788 0.0947 6.7% 0.0033 0.2% 32% False False 7
60 1.4735 1.3425 0.1310 9.3% 0.0023 0.2% 51% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4100
2.618 1.4100
1.618 1.4100
1.000 1.4100
0.618 1.4100
HIGH 1.4100
0.618 1.4100
0.500 1.4100
0.382 1.4100
LOW 1.4100
0.618 1.4100
1.000 1.4100
1.618 1.4100
2.618 1.4100
4.250 1.4100
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 1.4100 1.4188
PP 1.4098 1.4156
S1 1.4096 1.4125

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

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