CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 1.3950 1.3983 0.0033 0.2% 1.4094
High 1.3950 1.3983 0.0033 0.2% 1.4225
Low 1.3911 1.3983 0.0072 0.5% 1.4050
Close 1.3971 1.4020 0.0049 0.4% 1.4112
Range 0.0039 0.0000 -0.0039 -100.0% 0.0175
ATR 0.0098 0.0091 -0.0006 -6.3% 0.0000
Volume 15 21 6 40.0% 39
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 1.3995 1.4008 1.4020
R3 1.3995 1.4008 1.4020
R2 1.3995 1.3995 1.4020
R1 1.4008 1.4008 1.4020 1.4002
PP 1.3995 1.3995 1.3995 1.3992
S1 1.4008 1.4008 1.4020 1.4002
S2 1.3995 1.3995 1.4020
S3 1.3995 1.4008 1.4020
S4 1.3995 1.4008 1.4020
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.4654 1.4558 1.4208
R3 1.4479 1.4383 1.4160
R2 1.4304 1.4304 1.4144
R1 1.4208 1.4208 1.4128 1.4256
PP 1.4129 1.4129 1.4129 1.4153
S1 1.4033 1.4033 1.4096 1.4081
S2 1.3954 1.3954 1.4080
S3 1.3779 1.3858 1.4064
S4 1.3604 1.3683 1.4016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4225 1.3911 0.0314 2.2% 0.0045 0.3% 35% False False 14
10 1.4225 1.3911 0.0314 2.2% 0.0030 0.2% 35% False False 8
20 1.4735 1.3911 0.0824 5.9% 0.0054 0.4% 13% False False 9
40 1.4735 1.3911 0.0824 5.9% 0.0037 0.3% 13% False False 6
60 1.4735 1.3691 0.1044 7.4% 0.0028 0.2% 32% False False 6
80 1.4735 1.3415 0.1320 9.4% 0.0022 0.2% 46% False False 6
Crabel Price Patterns
NR True
NR4 True
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3983
2.618 1.3983
1.618 1.3983
1.000 1.3983
0.618 1.3983
HIGH 1.3983
0.618 1.3983
0.500 1.3983
0.382 1.3983
LOW 1.3983
0.618 1.3983
1.000 1.3983
1.618 1.3983
2.618 1.3983
4.250 1.3983
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 1.4008 1.4028
PP 1.3995 1.4025
S1 1.3983 1.4023

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

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