CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 1.4062 1.4152 0.0090 0.6% 1.4300
High 1.4266 1.4249 -0.0017 -0.1% 1.4399
Low 1.4062 1.4133 0.0071 0.5% 1.4010
Close 1.4239 1.4229 -0.0010 -0.1% 1.4239
Range 0.0204 0.0116 -0.0088 -43.1% 0.0389
ATR 0.0123 0.0123 -0.0001 -0.4% 0.0000
Volume 281 120 -161 -57.3% 1,097
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4552 1.4506 1.4293
R3 1.4436 1.4390 1.4261
R2 1.4320 1.4320 1.4250
R1 1.4274 1.4274 1.4240 1.4297
PP 1.4204 1.4204 1.4204 1.4215
S1 1.4158 1.4158 1.4218 1.4181
S2 1.4088 1.4088 1.4208
S3 1.3972 1.4042 1.4197
S4 1.3856 1.3926 1.4165
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5383 1.5200 1.4453
R3 1.4994 1.4811 1.4346
R2 1.4605 1.4605 1.4310
R1 1.4422 1.4422 1.4275 1.4319
PP 1.4216 1.4216 1.4216 1.4165
S1 1.4033 1.4033 1.4203 1.3930
S2 1.3827 1.3827 1.4168
S3 1.3438 1.3644 1.4132
S4 1.3049 1.3255 1.4025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4399 1.4010 0.0389 2.7% 0.0155 1.1% 56% False False 223
10 1.4610 1.4010 0.0600 4.2% 0.0126 0.9% 37% False False 127
20 1.4610 1.3911 0.0699 4.9% 0.0077 0.5% 45% False False 68
40 1.4735 1.3911 0.0824 5.8% 0.0065 0.5% 39% False False 38
60 1.4735 1.3911 0.0824 5.8% 0.0050 0.3% 39% False False 26
80 1.4735 1.3663 0.1072 7.5% 0.0040 0.3% 53% False False 21
100 1.4735 1.3415 0.1320 9.3% 0.0034 0.2% 62% False False 18
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4742
2.618 1.4553
1.618 1.4437
1.000 1.4365
0.618 1.4321
HIGH 1.4249
0.618 1.4205
0.500 1.4191
0.382 1.4177
LOW 1.4133
0.618 1.4061
1.000 1.4017
1.618 1.3945
2.618 1.3829
4.250 1.3640
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 1.4216 1.4199
PP 1.4204 1.4168
S1 1.4191 1.4138

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

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