CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 1.4310 1.4256 -0.0054 -0.4% 1.4336
High 1.4330 1.4360 0.0030 0.2% 1.4462
Low 1.4207 1.4180 -0.0027 -0.2% 1.4180
Close 1.4257 1.4315 0.0058 0.4% 1.4315
Range 0.0123 0.0180 0.0057 46.3% 0.0282
ATR 0.0141 0.0144 0.0003 2.0% 0.0000
Volume 106 536 430 405.7% 1,569
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4825 1.4750 1.4414
R3 1.4645 1.4570 1.4365
R2 1.4465 1.4465 1.4348
R1 1.4390 1.4390 1.4332 1.4428
PP 1.4285 1.4285 1.4285 1.4304
S1 1.4210 1.4210 1.4299 1.4248
S2 1.4105 1.4105 1.4282
S3 1.3925 1.4030 1.4266
S4 1.3745 1.3850 1.4216
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5165 1.5022 1.4470
R3 1.4883 1.4740 1.4393
R2 1.4601 1.4601 1.4367
R1 1.4458 1.4458 1.4341 1.4389
PP 1.4319 1.4319 1.4319 1.4284
S1 1.4176 1.4176 1.4289 1.4107
S2 1.4037 1.4037 1.4263
S3 1.3755 1.3894 1.4237
S4 1.3473 1.3612 1.4160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4462 1.4180 0.0282 2.0% 0.0138 1.0% 48% False True 313
10 1.4462 1.3977 0.0485 3.4% 0.0135 0.9% 70% False False 240
20 1.4501 1.3794 0.0707 4.9% 0.0146 1.0% 74% False False 247
40 1.4610 1.3794 0.0816 5.7% 0.0133 0.9% 64% False False 195
60 1.4731 1.3794 0.0937 6.5% 0.0106 0.7% 56% False False 133
80 1.4735 1.3794 0.0941 6.6% 0.0087 0.6% 55% False False 101
100 1.4735 1.3705 0.1030 7.2% 0.0072 0.5% 59% False False 82
120 1.4735 1.3415 0.1320 9.2% 0.0060 0.4% 68% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5125
2.618 1.4831
1.618 1.4651
1.000 1.4540
0.618 1.4471
HIGH 1.4360
0.618 1.4291
0.500 1.4270
0.382 1.4249
LOW 1.4180
0.618 1.4069
1.000 1.4000
1.618 1.3889
2.618 1.3709
4.250 1.3415
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 1.4300 1.4320
PP 1.4285 1.4318
S1 1.4270 1.4317

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

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