CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 1.4197 1.4117 -0.0080 -0.6% 1.4152
High 1.4235 1.4218 -0.0017 -0.1% 1.4365
Low 1.4091 1.4050 -0.0041 -0.3% 1.4067
Close 1.4103 1.4199 0.0096 0.7% 1.4103
Range 0.0144 0.0168 0.0024 16.7% 0.0298
ATR 0.0129 0.0131 0.0003 2.2% 0.0000
Volume 206 185 -21 -10.2% 1,193
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4660 1.4597 1.4291
R3 1.4492 1.4429 1.4245
R2 1.4324 1.4324 1.4230
R1 1.4261 1.4261 1.4214 1.4293
PP 1.4156 1.4156 1.4156 1.4171
S1 1.4093 1.4093 1.4184 1.4125
S2 1.3988 1.3988 1.4168
S3 1.3820 1.3925 1.4153
S4 1.3652 1.3757 1.4107
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5072 1.4886 1.4267
R3 1.4774 1.4588 1.4185
R2 1.4476 1.4476 1.4158
R1 1.4290 1.4290 1.4130 1.4234
PP 1.4178 1.4178 1.4178 1.4151
S1 1.3992 1.3992 1.4076 1.3936
S2 1.3880 1.3880 1.4048
S3 1.3582 1.3694 1.4021
S4 1.3284 1.3396 1.3939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4365 1.4050 0.0315 2.2% 0.0137 1.0% 47% False True 251
10 1.4399 1.4010 0.0389 2.7% 0.0146 1.0% 49% False False 237
20 1.4610 1.4010 0.0600 4.2% 0.0106 0.7% 32% False False 129
40 1.4735 1.3911 0.0824 5.8% 0.0078 0.6% 35% False False 69
60 1.4735 1.3911 0.0824 5.8% 0.0061 0.4% 35% False False 47
80 1.4735 1.3705 0.1030 7.3% 0.0049 0.3% 48% False False 37
100 1.4735 1.3415 0.1320 9.3% 0.0039 0.3% 59% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4932
2.618 1.4658
1.618 1.4490
1.000 1.4386
0.618 1.4322
HIGH 1.4218
0.618 1.4154
0.500 1.4134
0.382 1.4114
LOW 1.4050
0.618 1.3946
1.000 1.3882
1.618 1.3778
2.618 1.3610
4.250 1.3336
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 1.4177 1.4182
PP 1.4156 1.4164
S1 1.4134 1.4147

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

View Archives - Comment on this page... - Back to Index of Symbols