CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 1.3460 1.3407 -0.0053 -0.4% 1.3315
High 1.3550 1.3487 -0.0063 -0.5% 1.3550
Low 1.3362 1.3373 0.0011 0.1% 1.3260
Close 1.3404 1.3400 -0.0004 0.0% 1.3404
Range 0.0188 0.0114 -0.0074 -39.4% 0.0290
ATR 0.0179 0.0174 -0.0005 -2.6% 0.0000
Volume 275,806 245,795 -30,011 -10.9% 1,513,652
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3762 1.3695 1.3463
R3 1.3648 1.3581 1.3431
R2 1.3534 1.3534 1.3421
R1 1.3467 1.3467 1.3410 1.3444
PP 1.3420 1.3420 1.3420 1.3408
S1 1.3353 1.3353 1.3390 1.3330
S2 1.3306 1.3306 1.3379
S3 1.3192 1.3239 1.3369
S4 1.3078 1.3125 1.3337
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.4275 1.4129 1.3564
R3 1.3985 1.3839 1.3484
R2 1.3695 1.3695 1.3457
R1 1.3549 1.3549 1.3431 1.3622
PP 1.3405 1.3405 1.3405 1.3441
S1 1.3259 1.3259 1.3377 1.3332
S2 1.3115 1.3115 1.3351
S3 1.2825 1.2969 1.3324
S4 1.2535 1.2679 1.3245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3550 1.3260 0.0290 2.2% 0.0168 1.3% 48% False False 304,270
10 1.3569 1.3212 0.0357 2.7% 0.0159 1.2% 53% False False 289,783
20 1.3857 1.3212 0.0645 4.8% 0.0167 1.2% 29% False False 288,508
40 1.4241 1.3212 0.1029 7.7% 0.0182 1.4% 18% False False 305,572
60 1.4241 1.3142 0.1099 8.2% 0.0182 1.4% 23% False False 306,463
80 1.4558 1.3142 0.1416 10.6% 0.0177 1.3% 18% False False 231,356
100 1.4558 1.3142 0.1416 10.6% 0.0175 1.3% 18% False False 185,177
120 1.4558 1.3142 0.1416 10.6% 0.0170 1.3% 18% False False 154,354
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3972
2.618 1.3785
1.618 1.3671
1.000 1.3601
0.618 1.3557
HIGH 1.3487
0.618 1.3443
0.500 1.3430
0.382 1.3417
LOW 1.3373
0.618 1.3303
1.000 1.3259
1.618 1.3189
2.618 1.3075
4.250 1.2889
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 1.3430 1.3456
PP 1.3420 1.3437
S1 1.3410 1.3419

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

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