CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 1.3407 1.3395 -0.0012 -0.1% 1.3315
High 1.3487 1.3429 -0.0058 -0.4% 1.3550
Low 1.3373 1.3333 -0.0040 -0.3% 1.3260
Close 1.3400 1.3410 0.0010 0.1% 1.3404
Range 0.0114 0.0096 -0.0018 -15.8% 0.0290
ATR 0.0174 0.0168 -0.0006 -3.2% 0.0000
Volume 245,795 224,005 -21,790 -8.9% 1,513,652
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3679 1.3640 1.3463
R3 1.3583 1.3544 1.3436
R2 1.3487 1.3487 1.3428
R1 1.3448 1.3448 1.3419 1.3468
PP 1.3391 1.3391 1.3391 1.3400
S1 1.3352 1.3352 1.3401 1.3372
S2 1.3295 1.3295 1.3392
S3 1.3199 1.3256 1.3384
S4 1.3103 1.3160 1.3357
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% 0.0156 1.2% 52% False False 290,037
10 1.3569 1.3212 0.0357 2.7% 0.0158 1.2% 55% False False 285,376
20 1.3857 1.3212 0.0645 4.8% 0.0165 1.2% 31% False False 287,373
40 1.4241 1.3212 0.1029 7.7% 0.0177 1.3% 19% False False 304,847
60 1.4241 1.3142 0.1099 8.2% 0.0181 1.3% 24% False False 308,914
80 1.4558 1.3142 0.1416 10.6% 0.0176 1.3% 19% False False 234,138
100 1.4558 1.3142 0.1416 10.6% 0.0175 1.3% 19% False False 187,415
120 1.4558 1.3142 0.1416 10.6% 0.0170 1.3% 19% False False 156,216
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0041
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.3837
2.618 1.3680
1.618 1.3584
1.000 1.3525
0.618 1.3488
HIGH 1.3429
0.618 1.3392
0.500 1.3381
0.382 1.3370
LOW 1.3333
0.618 1.3274
1.000 1.3237
1.618 1.3178
2.618 1.3082
4.250 1.2925
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 1.3400 1.3442
PP 1.3391 1.3431
S1 1.3381 1.3421

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

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