CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 1.4065 1.4108 0.0043 0.3% 1.4154
High 1.4150 1.4171 0.0021 0.1% 1.4204
Low 1.4028 1.4095 0.0067 0.5% 1.3794
Close 1.4075 1.4165 0.0090 0.6% 1.4074
Range 0.0122 0.0076 -0.0046 -37.7% 0.0410
ATR 0.0141 0.0138 -0.0003 -2.3% 0.0000
Volume 94 190 96 102.1% 1,731
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4372 1.4344 1.4207
R3 1.4296 1.4268 1.4186
R2 1.4220 1.4220 1.4179
R1 1.4192 1.4192 1.4172 1.4206
PP 1.4144 1.4144 1.4144 1.4151
S1 1.4116 1.4116 1.4158 1.4130
S2 1.4068 1.4068 1.4151
S3 1.3992 1.4040 1.4144
S4 1.3916 1.3964 1.4123
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 1.3977 0.0227 1.6% 0.0101 0.7% 83% False False 214
10 1.4303 1.3794 0.0509 3.6% 0.0144 1.0% 73% False False 254
20 1.4501 1.3794 0.0707 5.0% 0.0139 1.0% 52% False False 217
40 1.4610 1.3794 0.0816 5.8% 0.0110 0.8% 45% False False 150
60 1.4735 1.3794 0.0941 6.6% 0.0091 0.6% 39% False False 103
80 1.4735 1.3794 0.0941 6.6% 0.0073 0.5% 39% False False 78
100 1.4735 1.3691 0.1044 7.4% 0.0061 0.4% 45% False False 64
120 1.4735 1.3415 0.1320 9.3% 0.0052 0.4% 57% False False 54
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4494
2.618 1.4370
1.618 1.4294
1.000 1.4247
0.618 1.4218
HIGH 1.4171
0.618 1.4142
0.500 1.4133
0.382 1.4124
LOW 1.4095
0.618 1.4048
1.000 1.4019
1.618 1.3972
2.618 1.3896
4.250 1.3772
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 1.4154 1.4135
PP 1.4144 1.4104
S1 1.4133 1.4074

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

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