CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 1.3312 1.3332 0.0020 0.2% 1.3522
High 1.3444 1.3535 0.0091 0.7% 1.3569
Low 1.3286 1.3260 -0.0026 -0.2% 1.3212
Close 1.3330 1.3436 0.0106 0.8% 1.3239
Range 0.0158 0.0275 0.0117 74.1% 0.0357
ATR 0.0176 0.0183 0.0007 4.0% 0.0000
Volume 295,171 428,908 133,737 45.3% 1,138,384
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4235 1.4111 1.3587
R3 1.3960 1.3836 1.3512
R2 1.3685 1.3685 1.3486
R1 1.3561 1.3561 1.3461 1.3623
PP 1.3410 1.3410 1.3410 1.3442
S1 1.3286 1.3286 1.3411 1.3348
S2 1.3135 1.3135 1.3386
S3 1.2860 1.3011 1.3360
S4 1.2585 1.2736 1.3285
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4411 1.4182 1.3435
R3 1.4054 1.3825 1.3337
R2 1.3697 1.3697 1.3304
R1 1.3468 1.3468 1.3272 1.3404
PP 1.3340 1.3340 1.3340 1.3308
S1 1.3111 1.3111 1.3206 1.3047
S2 1.2983 1.2983 1.3174
S3 1.2626 1.2754 1.3141
S4 1.2269 1.2397 1.3043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3535 1.3212 0.0323 2.4% 0.0195 1.4% 69% True False 313,114
10 1.3614 1.3212 0.0402 3.0% 0.0160 1.2% 56% False False 300,353
20 1.3879 1.3212 0.0667 5.0% 0.0175 1.3% 34% False False 301,670
40 1.4241 1.3212 0.1029 7.7% 0.0184 1.4% 22% False False 313,718
60 1.4241 1.3142 0.1099 8.2% 0.0187 1.4% 27% False False 294,795
80 1.4558 1.3142 0.1416 10.5% 0.0179 1.3% 21% False False 221,417
100 1.4558 1.3142 0.1416 10.5% 0.0176 1.3% 21% False False 177,217
120 1.4558 1.3142 0.1416 10.5% 0.0170 1.3% 21% False False 147,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.4704
2.618 1.4255
1.618 1.3980
1.000 1.3810
0.618 1.3705
HIGH 1.3535
0.618 1.3430
0.500 1.3398
0.382 1.3365
LOW 1.3260
0.618 1.3090
1.000 1.2985
1.618 1.2815
2.618 1.2540
4.250 1.2091
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 1.3423 1.3423
PP 1.3410 1.3410
S1 1.3398 1.3398

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

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