CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 1.3702 1.3815 0.0113 0.8% 1.4143
High 1.3855 1.3874 0.0019 0.1% 1.4150
Low 1.3664 1.3714 0.0050 0.4% 1.3619
Close 1.3832 1.3774 -0.0058 -0.4% 1.3774
Range 0.0191 0.0160 -0.0031 -16.2% 0.0531
ATR 0.0185 0.0183 -0.0002 -1.0% 0.0000
Volume 422 2,111 1,689 400.2% 5,488
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4267 1.4181 1.3862
R3 1.4107 1.4021 1.3818
R2 1.3947 1.3947 1.3803
R1 1.3861 1.3861 1.3789 1.3824
PP 1.3787 1.3787 1.3787 1.3769
S1 1.3701 1.3701 1.3759 1.3664
S2 1.3627 1.3627 1.3745
S3 1.3467 1.3541 1.3730
S4 1.3307 1.3381 1.3686
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.5441 1.5138 1.4066
R3 1.4910 1.4607 1.3920
R2 1.4379 1.4379 1.3871
R1 1.4076 1.4076 1.3823 1.3962
PP 1.3848 1.3848 1.3848 1.3791
S1 1.3545 1.3545 1.3725 1.3431
S2 1.3317 1.3317 1.3677
S3 1.2786 1.3014 1.3628
S4 1.2255 1.2483 1.3482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4150 1.3619 0.0531 3.9% 0.0217 1.6% 29% False False 1,097
10 1.4231 1.3619 0.0612 4.4% 0.0185 1.3% 25% False False 897
20 1.4231 1.3379 0.0852 6.2% 0.0180 1.3% 46% False False 707
40 1.4231 1.3161 0.1070 7.8% 0.0166 1.2% 57% False False 475
60 1.4472 1.3161 0.1311 9.5% 0.0135 1.0% 47% False False 321
80 1.4472 1.3161 0.1311 9.5% 0.0118 0.9% 47% False False 244
100 1.4472 1.3161 0.1311 9.5% 0.0101 0.7% 47% False False 195
120 1.4556 1.3161 0.1395 10.1% 0.0085 0.6% 44% False False 163
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4554
2.618 1.4293
1.618 1.4133
1.000 1.4034
0.618 1.3973
HIGH 1.3874
0.618 1.3813
0.500 1.3794
0.382 1.3775
LOW 1.3714
0.618 1.3615
1.000 1.3554
1.618 1.3455
2.618 1.3295
4.250 1.3034
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 1.3794 1.3768
PP 1.3787 1.3762
S1 1.3781 1.3756

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

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