CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 1.3844 1.3537 -0.0307 -2.2% 1.4143
High 1.3844 1.3655 -0.0189 -1.4% 1.4150
Low 1.3534 1.3486 -0.0048 -0.4% 1.3619
Close 1.3545 1.3588 0.0043 0.3% 1.3774
Range 0.0310 0.0169 -0.0141 -45.5% 0.0531
ATR 0.0184 0.0183 -0.0001 -0.6% 0.0000
Volume 443 1,483 1,040 234.8% 5,488
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4083 1.4005 1.3681
R3 1.3914 1.3836 1.3634
R2 1.3745 1.3745 1.3619
R1 1.3667 1.3667 1.3603 1.3706
PP 1.3576 1.3576 1.3576 1.3596
S1 1.3498 1.3498 1.3573 1.3537
S2 1.3407 1.3407 1.3557
S3 1.3238 1.3329 1.3542
S4 1.3069 1.3160 1.3495
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 1.3486 0.0388 2.9% 0.0176 1.3% 26% False True 957
10 1.4180 1.3486 0.0694 5.1% 0.0186 1.4% 15% False True 984
20 1.4231 1.3486 0.0745 5.5% 0.0179 1.3% 14% False True 755
40 1.4231 1.3161 0.1070 7.9% 0.0169 1.2% 40% False False 531
60 1.4472 1.3161 0.1311 9.6% 0.0143 1.0% 33% False False 366
80 1.4472 1.3161 0.1311 9.6% 0.0126 0.9% 33% False False 277
100 1.4472 1.3161 0.1311 9.6% 0.0108 0.8% 33% False False 222
120 1.4556 1.3161 0.1395 10.3% 0.0091 0.7% 31% False False 185
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4373
2.618 1.4097
1.618 1.3928
1.000 1.3824
0.618 1.3759
HIGH 1.3655
0.618 1.3590
0.500 1.3571
0.382 1.3551
LOW 1.3486
0.618 1.3382
1.000 1.3317
1.618 1.3213
2.618 1.3044
4.250 1.2768
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 1.3582 1.3666
PP 1.3576 1.3640
S1 1.3571 1.3614

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

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