CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 1.3812 1.3816 0.0004 0.0% 1.4146
High 1.3879 1.3819 -0.0060 -0.4% 1.4166
Low 1.3708 1.3678 -0.0030 -0.2% 1.3604
Close 1.3773 1.3771 -0.0002 0.0% 1.3773
Range 0.0171 0.0141 -0.0030 -17.5% 0.0562
ATR 0.0201 0.0197 -0.0004 -2.1% 0.0000
Volume 318,937 246,709 -72,228 -22.6% 1,819,536
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4179 1.4116 1.3849
R3 1.4038 1.3975 1.3810
R2 1.3897 1.3897 1.3797
R1 1.3834 1.3834 1.3784 1.3795
PP 1.3756 1.3756 1.3756 1.3737
S1 1.3693 1.3693 1.3758 1.3654
S2 1.3615 1.3615 1.3745
S3 1.3474 1.3552 1.3732
S4 1.3333 1.3411 1.3693
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.5534 1.5215 1.4082
R3 1.4972 1.4653 1.3928
R2 1.4410 1.4410 1.3876
R1 1.4091 1.4091 1.3825 1.3970
PP 1.3848 1.3848 1.3848 1.3787
S1 1.3529 1.3529 1.3721 1.3408
S2 1.3286 1.3286 1.3670
S3 1.2724 1.2967 1.3618
S4 1.2162 1.2405 1.3464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3879 1.3604 0.0275 2.0% 0.0194 1.4% 61% False False 344,989
10 1.4241 1.3604 0.0637 4.6% 0.0205 1.5% 26% False False 339,528
20 1.4241 1.3557 0.0684 5.0% 0.0188 1.4% 31% False False 322,322
40 1.4241 1.3142 0.1099 8.0% 0.0189 1.4% 57% False False 319,684
60 1.4558 1.3142 0.1416 10.3% 0.0180 1.3% 44% False False 216,394
80 1.4558 1.3142 0.1416 10.3% 0.0177 1.3% 44% False False 162,425
100 1.4558 1.3142 0.1416 10.3% 0.0171 1.2% 44% False False 129,985
120 1.4610 1.3142 0.1468 10.7% 0.0154 1.1% 43% False False 108,329
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0040
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4418
2.618 1.4188
1.618 1.4047
1.000 1.3960
0.618 1.3906
HIGH 1.3819
0.618 1.3765
0.500 1.3749
0.382 1.3732
LOW 1.3678
0.618 1.3591
1.000 1.3537
1.618 1.3450
2.618 1.3309
4.250 1.3079
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 1.3764 1.3769
PP 1.3756 1.3767
S1 1.3749 1.3766

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

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