CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 1.3728 1.3727 -0.0001 0.0% 1.3382
High 1.3811 1.3862 0.0051 0.4% 1.3885
Low 1.3645 1.3717 0.0072 0.5% 1.3371
Close 1.3734 1.3739 0.0005 0.0% 1.3870
Range 0.0166 0.0145 -0.0021 -12.7% 0.0514
ATR 0.0189 0.0186 -0.0003 -1.7% 0.0000
Volume 330,988 288,615 -42,373 -12.8% 1,422,742
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4208 1.4118 1.3819
R3 1.4063 1.3973 1.3779
R2 1.3918 1.3918 1.3766
R1 1.3828 1.3828 1.3752 1.3873
PP 1.3773 1.3773 1.3773 1.3795
S1 1.3683 1.3683 1.3726 1.3728
S2 1.3628 1.3628 1.3712
S3 1.3483 1.3538 1.3699
S4 1.3338 1.3393 1.3659
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 1.3645 0.0260 1.9% 0.0162 1.2% 36% False False 294,666
10 1.3905 1.3235 0.0670 4.9% 0.0188 1.4% 75% False False 309,055
20 1.3905 1.3142 0.0763 5.6% 0.0186 1.4% 78% False False 333,653
40 1.4558 1.3142 0.1416 10.3% 0.0179 1.3% 42% False False 215,015
60 1.4558 1.3142 0.1416 10.3% 0.0179 1.3% 42% False False 143,561
80 1.4558 1.3142 0.1416 10.3% 0.0169 1.2% 42% False False 107,723
100 1.4610 1.3142 0.1468 10.7% 0.0156 1.1% 41% False False 86,204
120 1.4735 1.3142 0.1593 11.6% 0.0139 1.0% 37% False False 71,839
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0052
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4478
2.618 1.4242
1.618 1.4097
1.000 1.4007
0.618 1.3952
HIGH 1.3862
0.618 1.3807
0.500 1.3790
0.382 1.3772
LOW 1.3717
0.618 1.3627
1.000 1.3572
1.618 1.3482
2.618 1.3337
4.250 1.3101
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 1.3790 1.3775
PP 1.3773 1.3763
S1 1.3756 1.3751

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

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