CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 1.4300 1.4210 -0.0090 -0.6% 1.4310
High 1.4300 1.4210 -0.0090 -0.6% 1.4310
Low 1.4150 1.4210 0.0060 0.4% 1.4039
Close 1.4170 1.4184 0.0014 0.1% 1.4203
Range 0.0150 0.0000 -0.0150 -100.0% 0.0271
ATR 0.0112 0.0107 -0.0005 -4.6% 0.0000
Volume 46 12 -34 -73.9% 91
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4201 1.4193 1.4184
R3 1.4201 1.4193 1.4184
R2 1.4201 1.4201 1.4184
R1 1.4193 1.4193 1.4184 1.4197
PP 1.4201 1.4201 1.4201 1.4204
S1 1.4193 1.4193 1.4184 1.4197
S2 1.4201 1.4201 1.4184
S3 1.4201 1.4193 1.4184
S4 1.4201 1.4193 1.4184
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4997 1.4871 1.4352
R3 1.4726 1.4600 1.4278
R2 1.4455 1.4455 1.4253
R1 1.4329 1.4329 1.4228 1.4257
PP 1.4184 1.4184 1.4184 1.4148
S1 1.4058 1.4058 1.4178 1.3986
S2 1.3913 1.3913 1.4153
S3 1.3642 1.3787 1.4128
S4 1.3371 1.3516 1.4054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4329 1.4079 0.0250 1.8% 0.0121 0.9% 42% False False 23
10 1.4329 1.4039 0.0290 2.0% 0.0105 0.7% 50% False False 18
20 1.4400 1.4026 0.0374 2.6% 0.0067 0.5% 42% False False 10
40 1.4404 1.3830 0.0574 4.0% 0.0050 0.4% 62% False False 6
60 1.4556 1.3830 0.0726 5.1% 0.0036 0.3% 49% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.4210
2.618 1.4210
1.618 1.4210
1.000 1.4210
0.618 1.4210
HIGH 1.4210
0.618 1.4210
0.500 1.4210
0.382 1.4210
LOW 1.4210
0.618 1.4210
1.000 1.4210
1.618 1.4210
2.618 1.4210
4.250 1.4210
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 1.4210 1.4240
PP 1.4201 1.4221
S1 1.4193 1.4203

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

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