CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 1.4139 1.4316 0.0177 1.3% 1.4336
High 1.4301 1.4316 0.0015 0.1% 1.4462
Low 1.4117 1.4057 -0.0060 -0.4% 1.4180
Close 1.4269 1.4094 -0.0175 -1.2% 1.4315
Range 0.0184 0.0259 0.0075 40.8% 0.0282
ATR 0.0151 0.0159 0.0008 5.1% 0.0000
Volume 278 756 478 171.9% 1,569
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4933 1.4772 1.4236
R3 1.4674 1.4513 1.4165
R2 1.4415 1.4415 1.4141
R1 1.4254 1.4254 1.4118 1.4205
PP 1.4156 1.4156 1.4156 1.4131
S1 1.3995 1.3995 1.4070 1.3946
S2 1.3897 1.3897 1.4047
S3 1.3638 1.3736 1.4023
S4 1.3379 1.3477 1.3952
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 1.4390 1.4057 0.0333 2.4% 0.0197 1.4% 11% False True 659
10 1.4462 1.4057 0.0405 2.9% 0.0159 1.1% 9% False True 455
20 1.4462 1.3794 0.0668 4.7% 0.0158 1.1% 45% False False 352
40 1.4530 1.3794 0.0736 5.2% 0.0148 1.1% 41% False False 263
60 1.4610 1.3794 0.0816 5.8% 0.0110 0.8% 37% False False 178
80 1.4735 1.3794 0.0941 6.7% 0.0097 0.7% 32% False False 135
100 1.4735 1.3788 0.0947 6.7% 0.0079 0.6% 32% False False 110
120 1.4735 1.3415 0.1320 9.4% 0.0067 0.5% 51% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.5417
2.618 1.4994
1.618 1.4735
1.000 1.4575
0.618 1.4476
HIGH 1.4316
0.618 1.4217
0.500 1.4187
0.382 1.4156
LOW 1.4057
0.618 1.3897
1.000 1.3798
1.618 1.3638
2.618 1.3379
4.250 1.2956
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 1.4187 1.4187
PP 1.4156 1.4156
S1 1.4125 1.4125

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

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