CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 1.3903 1.4173 0.0270 1.9% 1.4475
High 1.4129 1.4204 0.0075 0.5% 1.4501
Low 1.3903 1.4066 0.0163 1.2% 1.4138
Close 1.4081 1.4073 -0.0008 -0.1% 1.4175
Range 0.0226 0.0138 -0.0088 -38.9% 0.0363
ATR 0.0151 0.0150 -0.0001 -0.6% 0.0000
Volume 622 258 -364 -58.5% 532
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4528 1.4439 1.4149
R3 1.4390 1.4301 1.4111
R2 1.4252 1.4252 1.4098
R1 1.4163 1.4163 1.4086 1.4139
PP 1.4114 1.4114 1.4114 1.4102
S1 1.4025 1.4025 1.4060 1.4001
S2 1.3976 1.3976 1.4048
S3 1.3838 1.3887 1.4035
S4 1.3700 1.3749 1.3997
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5360 1.5131 1.4375
R3 1.4997 1.4768 1.4275
R2 1.4634 1.4634 1.4242
R1 1.4405 1.4405 1.4208 1.4338
PP 1.4271 1.4271 1.4271 1.4238
S1 1.4042 1.4042 1.4142 1.3975
S2 1.3908 1.3908 1.4108
S3 1.3545 1.3679 1.4075
S4 1.3182 1.3316 1.3975
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4273 1.3794 0.0479 3.4% 0.0183 1.3% 58% False False 319
10 1.4501 1.3794 0.0707 5.0% 0.0157 1.1% 39% False False 240
20 1.4501 1.3794 0.0707 5.0% 0.0149 1.1% 39% False False 235
40 1.4610 1.3794 0.0816 5.8% 0.0106 0.8% 34% False False 131
60 1.4735 1.3794 0.0941 6.7% 0.0089 0.6% 30% False False 90
80 1.4735 1.3794 0.0941 6.7% 0.0069 0.5% 30% False False 68
100 1.4735 1.3582 0.1153 8.2% 0.0057 0.4% 43% False False 56
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 True
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4791
2.618 1.4565
1.618 1.4427
1.000 1.4342
0.618 1.4289
HIGH 1.4204
0.618 1.4151
0.500 1.4135
0.382 1.4119
LOW 1.4066
0.618 1.3981
1.000 1.3928
1.618 1.3843
2.618 1.3705
4.250 1.3480
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 1.4135 1.4048
PP 1.4114 1.4024
S1 1.4094 1.3999

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

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