CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 1.3347 1.3288 -0.0059 -0.4% 1.3095
High 1.3347 1.3288 -0.0059 -0.4% 1.3347
Low 1.3347 1.3288 -0.0059 -0.4% 1.2997
Close 1.3347 1.3288 -0.0059 -0.4% 1.3347
Range
ATR 0.0081 0.0079 -0.0002 -1.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3288 1.3288 1.3288
R3 1.3288 1.3288 1.3288
R2 1.3288 1.3288 1.3288
R1 1.3288 1.3288 1.3288 1.3288
PP 1.3288 1.3288 1.3288 1.3288
S1 1.3288 1.3288 1.3288 1.3288
S2 1.3288 1.3288 1.3288
S3 1.3288 1.3288 1.3288
S4 1.3288 1.3288 1.3288
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4280 1.4164 1.3540
R3 1.3930 1.3814 1.3443
R2 1.3580 1.3580 1.3411
R1 1.3464 1.3464 1.3379 1.3522
PP 1.3230 1.3230 1.3230 1.3260
S1 1.3114 1.3114 1.3315 1.3172
S2 1.2880 1.2880 1.3283
S3 1.2530 1.2764 1.3251
S4 1.2180 1.2414 1.3155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3347 1.2997 0.0350 2.6% 0.0000 0.0% 83% False False 1
10 1.3662 1.2997 0.0665 5.0% 0.0000 0.0% 44% False False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3288
2.618 1.3288
1.618 1.3288
1.000 1.3288
0.618 1.3288
HIGH 1.3288
0.618 1.3288
0.500 1.3288
0.382 1.3288
LOW 1.3288
0.618 1.3288
1.000 1.3288
1.618 1.3288
2.618 1.3288
4.250 1.3288
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 1.3288 1.3284
PP 1.3288 1.3281
S1 1.3288 1.3277

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

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