CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 1.4060 1.4127 0.0067 0.5% 1.4229
High 1.4099 1.4127 0.0028 0.2% 1.4275
Low 1.4060 1.4127 0.0067 0.5% 1.4035
Close 1.4129 1.4127 -0.0002 0.0% 1.4011
Range 0.0039 0.0000 -0.0039 -100.0% 0.0240
ATR 0.0089 0.0083 -0.0006 -7.0% 0.0000
Volume 3 11 8 266.7% 54
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 1.4127 1.4127 1.4127
R3 1.4127 1.4127 1.4127
R2 1.4127 1.4127 1.4127
R1 1.4127 1.4127 1.4127 1.4127
PP 1.4127 1.4127 1.4127 1.4127
S1 1.4127 1.4127 1.4127 1.4127
S2 1.4127 1.4127 1.4127
S3 1.4127 1.4127 1.4127
S4 1.4127 1.4127 1.4127
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 1.4135 1.4035 0.0100 0.7% 0.0014 0.1% 92% False False 4
10 1.4731 1.4035 0.0696 4.9% 0.0066 0.5% 13% False False 10
20 1.4735 1.4035 0.0700 5.0% 0.0048 0.3% 13% False False 7
40 1.4735 1.3990 0.0745 5.3% 0.0031 0.2% 18% False False 6
60 1.4735 1.3662 0.1073 7.6% 0.0025 0.2% 43% False False 5
Crabel Price Patterns
NR True
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 True
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4127
2.618 1.4127
1.618 1.4127
1.000 1.4127
0.618 1.4127
HIGH 1.4127
0.618 1.4127
0.500 1.4127
0.382 1.4127
LOW 1.4127
0.618 1.4127
1.000 1.4127
1.618 1.4127
2.618 1.4127
4.250 1.4127
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 1.4127 1.4116
PP 1.4127 1.4105
S1 1.4127 1.4094

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

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