CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 1.3440 1.3478 0.0038 0.3% 1.3789
High 1.3550 1.3625 0.0075 0.6% 1.3798
Low 1.3440 1.3464 0.0024 0.2% 1.3440
Close 1.3478 1.3526 0.0048 0.4% 1.3526
Range 0.0110 0.0161 0.0051 46.4% 0.0358
ATR 0.0172 0.0171 -0.0001 -0.4% 0.0000
Volume 1,111 1,920 809 72.8% 5,462
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4021 1.3935 1.3615
R3 1.3860 1.3774 1.3570
R2 1.3699 1.3699 1.3556
R1 1.3613 1.3613 1.3541 1.3656
PP 1.3538 1.3538 1.3538 1.3560
S1 1.3452 1.3452 1.3511 1.3495
S2 1.3377 1.3377 1.3496
S3 1.3216 1.3291 1.3482
S4 1.3055 1.3130 1.3437
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4662 1.4452 1.3723
R3 1.4304 1.4094 1.3624
R2 1.3946 1.3946 1.3592
R1 1.3736 1.3736 1.3559 1.3662
PP 1.3588 1.3588 1.3588 1.3551
S1 1.3378 1.3378 1.3493 1.3304
S2 1.3230 1.3230 1.3460
S3 1.2872 1.3020 1.3428
S4 1.2514 1.2662 1.3329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3798 1.3440 0.0358 2.6% 0.0141 1.0% 24% False False 1,092
10 1.3845 1.3440 0.0405 3.0% 0.0163 1.2% 21% False False 914
20 1.4231 1.3440 0.0791 5.8% 0.0174 1.3% 11% False False 905
40 1.4231 1.3161 0.1070 7.9% 0.0171 1.3% 34% False False 672
60 1.4472 1.3161 0.1311 9.7% 0.0153 1.1% 28% False False 472
80 1.4472 1.3161 0.1311 9.7% 0.0135 1.0% 28% False False 358
100 1.4472 1.3161 0.1311 9.7% 0.0114 0.8% 28% False False 287
120 1.4556 1.3161 0.1395 10.3% 0.0099 0.7% 26% False False 239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4309
2.618 1.4046
1.618 1.3885
1.000 1.3786
0.618 1.3724
HIGH 1.3625
0.618 1.3563
0.500 1.3545
0.382 1.3526
LOW 1.3464
0.618 1.3365
1.000 1.3303
1.618 1.3204
2.618 1.3043
4.250 1.2780
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 1.3545 1.3533
PP 1.3538 1.3530
S1 1.3532 1.3528

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

View Archives - Comment on this page... - Back to Index of Symbols