CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 1.4135 1.4035 -0.0100 -0.7% 1.4229
High 1.4135 1.4035 -0.0100 -0.7% 1.4275
Low 1.4135 1.4035 -0.0100 -0.7% 1.4035
Close 1.4129 1.4011 -0.0118 -0.8% 1.4011
Range
ATR 0.0091 0.0091 0.0000 0.3% 0.0000
Volume 7 1 -6 -85.7% 54
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.4027 1.4019 1.4011
R3 1.4027 1.4019 1.4011
R2 1.4027 1.4027 1.4011
R1 1.4019 1.4019 1.4011 1.4023
PP 1.4027 1.4027 1.4027 1.4029
S1 1.4019 1.4019 1.4011 1.4023
S2 1.4027 1.4027 1.4011
S3 1.4027 1.4019 1.4011
S4 1.4027 1.4019 1.4011
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.4827 1.4659 1.4143
R3 1.4587 1.4419 1.4077
R2 1.4347 1.4347 1.4055
R1 1.4179 1.4179 1.4033 1.4143
PP 1.4107 1.4107 1.4107 1.4089
S1 1.3939 1.3939 1.3989 1.3903
S2 1.3867 1.3867 1.3967
S3 1.3627 1.3699 1.3945
S4 1.3387 1.3459 1.3879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4275 1.4035 0.0240 1.7% 0.0025 0.2% -10% False True 10
10 1.4735 1.4035 0.0700 5.0% 0.0063 0.5% -3% False True 10
20 1.4735 1.4035 0.0700 5.0% 0.0055 0.4% -3% False True 7
40 1.4735 1.3990 0.0745 5.3% 0.0031 0.2% 3% False False 7
60 1.4735 1.3536 0.1199 8.6% 0.0023 0.2% 40% False False 5
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 0.0005
Fibonacci Retracements and Extensions
4.250 1.4035
2.618 1.4035
1.618 1.4035
1.000 1.4035
0.618 1.4035
HIGH 1.4035
0.618 1.4035
0.500 1.4035
0.382 1.4035
LOW 1.4035
0.618 1.4035
1.000 1.4035
1.618 1.4035
2.618 1.4035
4.250 1.4035
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 1.4035 1.4085
PP 1.4027 1.4060
S1 1.4019 1.4036

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

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