CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 1.4360 1.4444 0.0084 0.6% 1.4341
High 1.4464 1.4444 -0.0020 -0.1% 1.4386
Low 1.4360 1.4444 0.0084 0.6% 1.4300
Close 1.4408 1.4468 0.0060 0.4% 1.4326
Range 0.0104 0.0000 -0.0104 -100.0% 0.0086
ATR 0.0085 0.0081 -0.0003 -4.1% 0.0000
Volume 5 22 17 340.0% 13
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4452 1.4460 1.4468
R3 1.4452 1.4460 1.4468
R2 1.4452 1.4452 1.4468
R1 1.4460 1.4460 1.4468 1.4456
PP 1.4452 1.4452 1.4452 1.4450
S1 1.4460 1.4460 1.4468 1.4456
S2 1.4452 1.4452 1.4468
S3 1.4452 1.4460 1.4468
S4 1.4452 1.4460 1.4468
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4595 1.4547 1.4373
R3 1.4509 1.4461 1.4350
R2 1.4423 1.4423 1.4342
R1 1.4375 1.4375 1.4334 1.4356
PP 1.4337 1.4337 1.4337 1.4328
S1 1.4289 1.4289 1.4318 1.4270
S2 1.4251 1.4251 1.4310
S3 1.4165 1.4203 1.4302
S4 1.4079 1.4117 1.4279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4464 1.4074 0.0390 2.7% 0.0064 0.4% 101% False False 7
10 1.4464 1.4074 0.0390 2.7% 0.0040 0.3% 101% False False 4
20 1.4464 1.3990 0.0474 3.3% 0.0020 0.1% 101% False False 3
40 1.4464 1.3663 0.0801 5.5% 0.0016 0.1% 100% False False 5
60 1.4464 1.3415 0.1049 7.3% 0.0013 0.1% 100% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4444
2.618 1.4444
1.618 1.4444
1.000 1.4444
0.618 1.4444
HIGH 1.4444
0.618 1.4444
0.500 1.4444
0.382 1.4444
LOW 1.4444
0.618 1.4444
1.000 1.4444
1.618 1.4444
2.618 1.4444
4.250 1.4444
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 1.4460 1.4411
PP 1.4452 1.4354
S1 1.4444 1.4297

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

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