CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 1.4158 1.4375 0.0217 1.5% 1.4300
High 1.4339 1.4375 0.0036 0.3% 1.4390
Low 1.4139 1.4147 0.0008 0.1% 1.4021
Close 1.4193 1.4178 -0.0015 -0.1% 1.4224
Range 0.0200 0.0228 0.0028 14.0% 0.0369
ATR 0.0173 0.0177 0.0004 2.3% 0.0000
Volume 606 469 -137 -22.6% 3,530
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4917 1.4776 1.4303
R3 1.4689 1.4548 1.4241
R2 1.4461 1.4461 1.4220
R1 1.4320 1.4320 1.4199 1.4277
PP 1.4233 1.4233 1.4233 1.4212
S1 1.4092 1.4092 1.4157 1.4049
S2 1.4005 1.4005 1.4136
S3 1.3777 1.3864 1.4115
S4 1.3549 1.3636 1.4053
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.5319 1.5140 1.4427
R3 1.4950 1.4771 1.4325
R2 1.4581 1.4581 1.4292
R1 1.4402 1.4402 1.4258 1.4307
PP 1.4212 1.4212 1.4212 1.4164
S1 1.4033 1.4033 1.4190 1.3938
S2 1.3843 1.3843 1.4156
S3 1.3474 1.3664 1.4123
S4 1.3105 1.3295 1.4021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4375 1.4021 0.0354 2.5% 0.0235 1.7% 44% True False 694
10 1.4390 1.4021 0.0369 2.6% 0.0203 1.4% 43% False False 611
20 1.4462 1.3977 0.0485 3.4% 0.0165 1.2% 41% False False 420
40 1.4501 1.3794 0.0707 5.0% 0.0160 1.1% 54% False False 326
60 1.4610 1.3794 0.0816 5.8% 0.0124 0.9% 47% False False 223
80 1.4735 1.3794 0.0941 6.6% 0.0108 0.8% 41% False False 169
100 1.4735 1.3794 0.0941 6.6% 0.0087 0.6% 41% False False 136
120 1.4735 1.3582 0.1153 8.1% 0.0074 0.5% 52% False False 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5344
2.618 1.4972
1.618 1.4744
1.000 1.4603
0.618 1.4516
HIGH 1.4375
0.618 1.4288
0.500 1.4261
0.382 1.4234
LOW 1.4147
0.618 1.4006
1.000 1.3919
1.618 1.3778
2.618 1.3550
4.250 1.3178
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 1.4261 1.4241
PP 1.4233 1.4220
S1 1.4206 1.4199

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

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