CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 1.4252 1.4291 0.0039 0.3% 1.4300
High 1.4336 1.4365 0.0029 0.2% 1.4399
Low 1.4227 1.4275 0.0048 0.3% 1.4010
Close 1.4341 1.4299 -0.0042 -0.3% 1.4239
Range 0.0109 0.0090 -0.0019 -17.4% 0.0389
ATR 0.0122 0.0119 -0.0002 -1.9% 0.0000
Volume 308 358 50 16.2% 1,097
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4583 1.4531 1.4349
R3 1.4493 1.4441 1.4324
R2 1.4403 1.4403 1.4316
R1 1.4351 1.4351 1.4307 1.4377
PP 1.4313 1.4313 1.4313 1.4326
S1 1.4261 1.4261 1.4291 1.4287
S2 1.4223 1.4223 1.4283
S3 1.4133 1.4171 1.4274
S4 1.4043 1.4081 1.4250
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 1.4365 1.4010 0.0355 2.5% 0.0132 0.9% 81% True False 305
10 1.4530 1.4010 0.0520 3.6% 0.0135 0.9% 56% False False 191
20 1.4610 1.3959 0.0651 4.6% 0.0085 0.6% 52% False False 100
40 1.4735 1.3911 0.0824 5.8% 0.0070 0.5% 47% False False 54
60 1.4735 1.3911 0.0824 5.8% 0.0053 0.4% 47% False False 37
80 1.4735 1.3691 0.1044 7.3% 0.0043 0.3% 58% False False 30
100 1.4735 1.3415 0.1320 9.2% 0.0035 0.2% 67% False False 25
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 0.0017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4748
2.618 1.4601
1.618 1.4511
1.000 1.4455
0.618 1.4421
HIGH 1.4365
0.618 1.4331
0.500 1.4320
0.382 1.4309
LOW 1.4275
0.618 1.4219
1.000 1.4185
1.618 1.4129
2.618 1.4039
4.250 1.3893
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 1.4320 1.4282
PP 1.4313 1.4266
S1 1.4306 1.4249

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

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