CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 1.3764 1.3871 0.0107 0.8% 1.3382
High 1.3885 1.3905 0.0020 0.1% 1.3885
Low 1.3714 1.3717 0.0003 0.0% 1.3371
Close 1.3870 1.3725 -0.0145 -1.0% 1.3870
Range 0.0171 0.0188 0.0017 9.9% 0.0514
ATR 0.0192 0.0191 0.0000 -0.1% 0.0000
Volume 276,593 278,080 1,487 0.5% 1,422,742
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4346 1.4224 1.3828
R3 1.4158 1.4036 1.3777
R2 1.3970 1.3970 1.3759
R1 1.3848 1.3848 1.3742 1.3815
PP 1.3782 1.3782 1.3782 1.3766
S1 1.3660 1.3660 1.3708 1.3627
S2 1.3594 1.3594 1.3691
S3 1.3406 1.3472 1.3673
S4 1.3218 1.3284 1.3622
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.5251 1.5074 1.4153
R3 1.4737 1.4560 1.4011
R2 1.4223 1.4223 1.3964
R1 1.4046 1.4046 1.3917 1.4135
PP 1.3709 1.3709 1.3709 1.3753
S1 1.3532 1.3532 1.3823 1.3621
S2 1.3195 1.3195 1.3776
S3 1.2681 1.3018 1.3729
S4 1.2167 1.2504 1.3587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3905 1.3557 0.0348 2.5% 0.0174 1.3% 48% True False 289,569
10 1.3905 1.3142 0.0763 5.6% 0.0192 1.4% 76% True False 322,924
20 1.3905 1.3142 0.0763 5.6% 0.0190 1.4% 76% True False 335,470
40 1.4558 1.3142 0.1416 10.3% 0.0176 1.3% 41% False False 199,550
60 1.4558 1.3142 0.1416 10.3% 0.0177 1.3% 41% False False 133,243
80 1.4558 1.3142 0.1416 10.3% 0.0169 1.2% 41% False False 99,983
100 1.4610 1.3142 0.1468 10.7% 0.0154 1.1% 40% False False 80,008
120 1.4735 1.3142 0.1593 11.6% 0.0137 1.0% 37% False False 66,675
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 0.0052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4704
2.618 1.4397
1.618 1.4209
1.000 1.4093
0.618 1.4021
HIGH 1.3905
0.618 1.3833
0.500 1.3811
0.382 1.3789
LOW 1.3717
0.618 1.3601
1.000 1.3529
1.618 1.3413
2.618 1.3225
4.250 1.2918
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 1.3811 1.3791
PP 1.3782 1.3769
S1 1.3754 1.3747

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

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