CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 1.4173 1.4083 -0.0090 -0.6% 1.4154
High 1.4204 1.4130 -0.0074 -0.5% 1.4204
Low 1.4066 1.4033 -0.0033 -0.2% 1.3794
Close 1.4073 1.4074 0.0001 0.0% 1.4074
Range 0.0138 0.0097 -0.0041 -29.7% 0.0410
ATR 0.0150 0.0146 -0.0004 -2.5% 0.0000
Volume 258 277 19 7.4% 1,731
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4370 1.4319 1.4127
R3 1.4273 1.4222 1.4101
R2 1.4176 1.4176 1.4092
R1 1.4125 1.4125 1.4083 1.4102
PP 1.4079 1.4079 1.4079 1.4068
S1 1.4028 1.4028 1.4065 1.4005
S2 1.3982 1.3982 1.4056
S3 1.3885 1.3931 1.4047
S4 1.3788 1.3834 1.4021
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5254 1.5074 1.4300
R3 1.4844 1.4664 1.4187
R2 1.4434 1.4434 1.4149
R1 1.4254 1.4254 1.4112 1.4139
PP 1.4024 1.4024 1.4024 1.3967
S1 1.3844 1.3844 1.4036 1.3729
S2 1.3614 1.3614 1.3999
S3 1.3204 1.3434 1.3961
S4 1.2794 1.3024 1.3849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4204 1.3794 0.0410 2.9% 0.0175 1.2% 68% False False 346
10 1.4501 1.3794 0.0707 5.0% 0.0157 1.1% 40% False False 254
20 1.4501 1.3794 0.0707 5.0% 0.0147 1.0% 40% False False 226
40 1.4610 1.3794 0.0816 5.8% 0.0109 0.8% 34% False False 138
60 1.4735 1.3794 0.0941 6.7% 0.0089 0.6% 30% False False 94
80 1.4735 1.3794 0.0941 6.7% 0.0070 0.5% 30% False False 72
100 1.4735 1.3662 0.1073 7.6% 0.0058 0.4% 38% False False 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4542
2.618 1.4384
1.618 1.4287
1.000 1.4227
0.618 1.4190
HIGH 1.4130
0.618 1.4093
0.500 1.4082
0.382 1.4070
LOW 1.4033
0.618 1.3973
1.000 1.3936
1.618 1.3876
2.618 1.3779
4.250 1.3621
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 1.4082 1.4067
PP 1.4079 1.4060
S1 1.4077 1.4054

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

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