CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 1.3558 1.3526 -0.0032 -0.2% 1.3618
High 1.3558 1.3526 -0.0032 -0.2% 1.3750
Low 1.3558 1.3526 -0.0032 -0.2% 1.3513
Close 1.3522 1.3556 0.0034 0.3% 1.3513
Range
ATR
Volume 11 1 -10 -90.9% 57
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3536 1.3546 1.3556
R3 1.3536 1.3546 1.3556
R2 1.3536 1.3536 1.3556
R1 1.3546 1.3546 1.3556 1.3541
PP 1.3536 1.3536 1.3536 1.3534
S1 1.3546 1.3546 1.3556 1.3541
S2 1.3536 1.3536 1.3556
S3 1.3536 1.3546 1.3556
S4 1.3536 1.3546 1.3556
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4303 1.4145 1.3643
R3 1.4066 1.3908 1.3578
R2 1.3829 1.3829 1.3556
R1 1.3671 1.3671 1.3535 1.3632
PP 1.3592 1.3592 1.3592 1.3572
S1 1.3434 1.3434 1.3491 1.3395
S2 1.3355 1.3355 1.3470
S3 1.3118 1.3197 1.3448
S4 1.2881 1.2960 1.3383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3719 1.3513 0.0206 1.5% 0.0004 0.0% 21% False False 5
10 1.3750 1.3513 0.0237 1.7% 0.0014 0.1% 18% False False 12
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 1.3526
2.618 1.3526
1.618 1.3526
1.000 1.3526
0.618 1.3526
HIGH 1.3526
0.618 1.3526
0.500 1.3526
0.382 1.3526
LOW 1.3526
0.618 1.3526
1.000 1.3526
1.618 1.3526
2.618 1.3526
4.250 1.3526
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 1.3546 1.3549
PP 1.3536 1.3542
S1 1.3526 1.3536

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

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