CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 1.4360 1.4468 0.0108 0.8% 1.4348
High 1.4482 1.4558 0.0076 0.5% 1.4482
Low 1.4312 1.4450 0.0138 1.0% 1.4312
Close 1.4465 1.4487 0.0022 0.2% 1.4465
Range 0.0170 0.0108 -0.0062 -36.5% 0.0170
ATR 0.0158 0.0155 -0.0004 -2.3% 0.0000
Volume 559 2,941 2,382 426.1% 3,228
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4822 1.4763 1.4546
R3 1.4714 1.4655 1.4517
R2 1.4606 1.4606 1.4507
R1 1.4547 1.4547 1.4497 1.4577
PP 1.4498 1.4498 1.4498 1.4513
S1 1.4439 1.4439 1.4477 1.4469
S2 1.4390 1.4390 1.4467
S3 1.4282 1.4331 1.4457
S4 1.4174 1.4223 1.4428
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4930 1.4867 1.4559
R3 1.4760 1.4697 1.4512
R2 1.4590 1.4590 1.4496
R1 1.4527 1.4527 1.4481 1.4559
PP 1.4420 1.4420 1.4420 1.4435
S1 1.4357 1.4357 1.4449 1.4389
S2 1.4250 1.4250 1.4434
S3 1.4080 1.4187 1.4418
S4 1.3910 1.4017 1.4372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4558 1.4312 0.0246 1.7% 0.0127 0.9% 71% True False 1,110
10 1.4558 1.4243 0.0315 2.2% 0.0136 0.9% 77% True False 888
20 1.4558 1.4021 0.0537 3.7% 0.0167 1.2% 87% True False 833
40 1.4558 1.3794 0.0764 5.3% 0.0161 1.1% 91% True False 546
60 1.4610 1.3794 0.0816 5.6% 0.0147 1.0% 85% False False 416
80 1.4610 1.3794 0.0816 5.6% 0.0121 0.8% 85% False False 314
100 1.4735 1.3794 0.0941 6.5% 0.0105 0.7% 74% False False 252
120 1.4735 1.3705 0.1030 7.1% 0.0090 0.6% 76% False False 212
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 0.0035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5017
2.618 1.4841
1.618 1.4733
1.000 1.4666
0.618 1.4625
HIGH 1.4558
0.618 1.4517
0.500 1.4504
0.382 1.4491
LOW 1.4450
0.618 1.4383
1.000 1.4342
1.618 1.4275
2.618 1.4167
4.250 1.3991
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 1.4504 1.4470
PP 1.4498 1.4452
S1 1.4493 1.4435

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

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