CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 1.3770 1.3844 0.0074 0.5% 1.4143
High 1.3845 1.3844 -0.0001 0.0% 1.4150
Low 1.3730 1.3534 -0.0196 -1.4% 1.3619
Close 1.3841 1.3545 -0.0296 -2.1% 1.3774
Range 0.0115 0.0310 0.0195 169.6% 0.0531
ATR 0.0175 0.0184 0.0010 5.5% 0.0000
Volume 306 443 137 44.8% 5,488
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4571 1.4368 1.3716
R3 1.4261 1.4058 1.3630
R2 1.3951 1.3951 1.3602
R1 1.3748 1.3748 1.3573 1.3695
PP 1.3641 1.3641 1.3641 1.3614
S1 1.3438 1.3438 1.3517 1.3385
S2 1.3331 1.3331 1.3488
S3 1.3021 1.3128 1.3460
S4 1.2711 1.2818 1.3375
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 1.3874 1.3534 0.0340 2.5% 0.0181 1.3% 3% False True 745
10 1.4231 1.3534 0.0697 5.1% 0.0203 1.5% 2% False True 915
20 1.4231 1.3534 0.0697 5.1% 0.0177 1.3% 2% False True 703
40 1.4231 1.3161 0.1070 7.9% 0.0167 1.2% 36% False False 495
60 1.4472 1.3161 0.1311 9.7% 0.0141 1.0% 29% False False 341
80 1.4472 1.3161 0.1311 9.7% 0.0125 0.9% 29% False False 258
100 1.4472 1.3161 0.1311 9.7% 0.0106 0.8% 29% False False 207
120 1.4556 1.3161 0.1395 10.3% 0.0090 0.7% 28% False False 173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5162
2.618 1.4656
1.618 1.4346
1.000 1.4154
0.618 1.4036
HIGH 1.3844
0.618 1.3726
0.500 1.3689
0.382 1.3652
LOW 1.3534
0.618 1.3342
1.000 1.3224
1.618 1.3032
2.618 1.2722
4.250 1.2217
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 1.3689 1.3690
PP 1.3641 1.3641
S1 1.3593 1.3593

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

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