CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 1.3382 1.3627 0.0245 1.8% 1.3353
High 1.3690 1.3676 -0.0014 -0.1% 1.3518
Low 1.3371 1.3557 0.0186 1.4% 1.3142
Close 1.3654 1.3653 -0.0001 0.0% 1.3381
Range 0.0319 0.0119 -0.0200 -62.7% 0.0376
ATR 0.0199 0.0193 -0.0006 -2.9% 0.0000
Volume 252,973 281,363 28,390 11.2% 1,901,919
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3986 1.3938 1.3718
R3 1.3867 1.3819 1.3686
R2 1.3748 1.3748 1.3675
R1 1.3700 1.3700 1.3664 1.3724
PP 1.3629 1.3629 1.3629 1.3641
S1 1.3581 1.3581 1.3642 1.3605
S2 1.3510 1.3510 1.3631
S3 1.3391 1.3462 1.3620
S4 1.3272 1.3343 1.3588
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4475 1.4304 1.3588
R3 1.4099 1.3928 1.3484
R2 1.3723 1.3723 1.3450
R1 1.3552 1.3552 1.3415 1.3638
PP 1.3347 1.3347 1.3347 1.3390
S1 1.3176 1.3176 1.3347 1.3262
S2 1.2971 1.2971 1.3312
S3 1.2595 1.2800 1.3278
S4 1.2219 1.2424 1.3174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3690 1.3235 0.0455 3.3% 0.0187 1.4% 92% False False 331,491
10 1.3690 1.3142 0.0548 4.0% 0.0192 1.4% 93% False False 332,890
20 1.3925 1.3142 0.0783 5.7% 0.0187 1.4% 65% False False 325,807
40 1.4558 1.3142 0.1416 10.4% 0.0174 1.3% 36% False False 170,456
60 1.4558 1.3142 0.1416 10.4% 0.0174 1.3% 36% False False 113,811
80 1.4558 1.3142 0.1416 10.4% 0.0166 1.2% 36% False False 85,414
100 1.4610 1.3142 0.1468 10.8% 0.0148 1.1% 35% False False 68,344
120 1.4735 1.3142 0.1593 11.7% 0.0131 1.0% 32% False False 56,955
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0043
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.4182
2.618 1.3988
1.618 1.3869
1.000 1.3795
0.618 1.3750
HIGH 1.3676
0.618 1.3631
0.500 1.3617
0.382 1.3602
LOW 1.3557
0.618 1.3483
1.000 1.3438
1.618 1.3364
2.618 1.3245
4.250 1.3051
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 1.3641 1.3609
PP 1.3629 1.3565
S1 1.3617 1.3522

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

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