CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 1.4243 1.4152 -0.0091 -0.6% 1.4468
High 1.4274 1.4277 0.0003 0.0% 1.4558
Low 1.4171 1.3965 -0.0206 -1.5% 1.4171
Close 1.4171 1.3980 -0.0191 -1.3% 1.4171
Range 0.0103 0.0312 0.0209 202.9% 0.0387
ATR 0.0147 0.0159 0.0012 8.0% 0.0000
Volume 3,953 0 -3,953 -100.0% 15,853
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5010 1.4807 1.4152
R3 1.4698 1.4495 1.4066
R2 1.4386 1.4386 1.4037
R1 1.4183 1.4183 1.4009 1.4129
PP 1.4074 1.4074 1.4074 1.4047
S1 1.3871 1.3871 1.3951 1.3817
S2 1.3762 1.3762 1.3923
S3 1.3450 1.3559 1.3894
S4 1.3138 1.3247 1.3808
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5461 1.5203 1.4384
R3 1.5074 1.4816 1.4277
R2 1.4687 1.4687 1.4242
R1 1.4429 1.4429 1.4206 1.4365
PP 1.4300 1.4300 1.4300 1.4268
S1 1.4042 1.4042 1.4136 1.3978
S2 1.3913 1.3913 1.4100
S3 1.3526 1.3655 1.4065
S4 1.3139 1.3268 1.3958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4511 1.3965 0.0546 3.9% 0.0161 1.2% 3% False True 2,582
10 1.4558 1.3965 0.0593 4.2% 0.0144 1.0% 3% False True 1,846
20 1.4558 1.3965 0.0593 4.2% 0.0155 1.1% 3% False True 1,284
40 1.4558 1.3794 0.0764 5.5% 0.0160 1.1% 24% False False 851
60 1.4558 1.3794 0.0764 5.5% 0.0153 1.1% 24% False False 630
80 1.4610 1.3794 0.0816 5.8% 0.0127 0.9% 23% False False 475
100 1.4735 1.3794 0.0941 6.7% 0.0113 0.8% 20% False False 381
120 1.4735 1.3794 0.0941 6.7% 0.0095 0.7% 20% False False 319
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 0.0036
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 1.5603
2.618 1.5094
1.618 1.4782
1.000 1.4589
0.618 1.4470
HIGH 1.4277
0.618 1.4158
0.500 1.4121
0.382 1.4084
LOW 1.3965
0.618 1.3772
1.000 1.3653
1.618 1.3460
2.618 1.3148
4.250 1.2639
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 1.4121 1.4162
PP 1.4074 1.4101
S1 1.4027 1.4041

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

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