CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 1.3627 1.3640 0.0013 0.1% 1.3353
High 1.3676 1.3825 0.0149 1.1% 1.3518
Low 1.3557 1.3573 0.0016 0.1% 1.3142
Close 1.3653 1.3779 0.0126 0.9% 1.3381
Range 0.0119 0.0252 0.0133 111.8% 0.0376
ATR 0.0193 0.0197 0.0004 2.2% 0.0000
Volume 281,363 312,759 31,396 11.2% 1,901,919
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4482 1.4382 1.3918
R3 1.4230 1.4130 1.3848
R2 1.3978 1.3978 1.3825
R1 1.3878 1.3878 1.3802 1.3928
PP 1.3726 1.3726 1.3726 1.3751
S1 1.3626 1.3626 1.3756 1.3676
S2 1.3474 1.3474 1.3733
S3 1.3222 1.3374 1.3710
S4 1.2970 1.3122 1.3640
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 1.3825 1.3235 0.0590 4.3% 0.0213 1.5% 92% True False 323,445
10 1.3825 1.3142 0.0683 5.0% 0.0201 1.5% 93% True False 333,967
20 1.3925 1.3142 0.0783 5.7% 0.0190 1.4% 81% False False 334,125
40 1.4558 1.3142 0.1416 10.3% 0.0177 1.3% 45% False False 178,261
60 1.4558 1.3142 0.1416 10.3% 0.0176 1.3% 45% False False 119,022
80 1.4558 1.3142 0.1416 10.3% 0.0168 1.2% 45% False False 89,322
100 1.4610 1.3142 0.1468 10.7% 0.0149 1.1% 43% False False 71,472
120 1.4735 1.3142 0.1593 11.6% 0.0133 1.0% 40% False False 59,561
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 0.0044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4896
2.618 1.4485
1.618 1.4233
1.000 1.4077
0.618 1.3981
HIGH 1.3825
0.618 1.3729
0.500 1.3699
0.382 1.3669
LOW 1.3573
0.618 1.3417
1.000 1.3321
1.618 1.3165
2.618 1.2913
4.250 1.2502
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 1.3752 1.3719
PP 1.3726 1.3658
S1 1.3699 1.3598

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

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