CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 1.3526 1.3649 0.0123 0.9% 1.3618
High 1.3526 1.3649 0.0123 0.9% 1.3750
Low 1.3526 1.3649 0.0123 0.9% 1.3513
Close 1.3556 1.3649 0.0093 0.7% 1.3513
Range
ATR
Volume 1 1 0 0.0% 57
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3649 1.3649 1.3649
R3 1.3649 1.3649 1.3649
R2 1.3649 1.3649 1.3649
R1 1.3649 1.3649 1.3649 1.3649
PP 1.3649 1.3649 1.3649 1.3649
S1 1.3649 1.3649 1.3649 1.3649
S2 1.3649 1.3649 1.3649
S3 1.3649 1.3649 1.3649
S4 1.3649 1.3649 1.3649
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 1.3649 1.3513 0.0136 1.0% 0.0004 0.0% 100% True False 5
10 1.3750 1.3513 0.0237 1.7% 0.0014 0.1% 57% False False 10
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 1.3649
2.618 1.3649
1.618 1.3649
1.000 1.3649
0.618 1.3649
HIGH 1.3649
0.618 1.3649
0.500 1.3649
0.382 1.3649
LOW 1.3649
0.618 1.3649
1.000 1.3649
1.618 1.3649
2.618 1.3649
4.250 1.3649
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 1.3649 1.3629
PP 1.3649 1.3608
S1 1.3649 1.3588

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

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