CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 1.4070 1.4227 0.0157 1.1% 1.3950
High 1.4110 1.4227 0.0117 0.8% 1.4227
Low 1.4070 1.4227 0.0157 1.1% 1.3911
Close 1.4061 1.4194 0.0133 0.9% 1.4194
Range 0.0040 0.0000 -0.0040 -100.0% 0.0316
ATR 0.0091 0.0097 0.0005 5.9% 0.0000
Volume 14 2 -12 -85.7% 53
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.4216 1.4205 1.4194
R3 1.4216 1.4205 1.4194
R2 1.4216 1.4216 1.4194
R1 1.4205 1.4205 1.4194 1.4211
PP 1.4216 1.4216 1.4216 1.4219
S1 1.4205 1.4205 1.4194 1.4211
S2 1.4216 1.4216 1.4194
S3 1.4216 1.4205 1.4194
S4 1.4216 1.4205 1.4194
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.5059 1.4942 1.4368
R3 1.4743 1.4626 1.4281
R2 1.4427 1.4427 1.4252
R1 1.4310 1.4310 1.4223 1.4369
PP 1.4111 1.4111 1.4111 1.4140
S1 1.3994 1.3994 1.4165 1.4053
S2 1.3795 1.3795 1.4136
S3 1.3479 1.3678 1.4107
S4 1.3163 1.3362 1.4020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4227 1.3911 0.0316 2.2% 0.0024 0.2% 90% True False 10
10 1.4227 1.3911 0.0316 2.2% 0.0038 0.3% 90% True False 9
20 1.4735 1.3911 0.0824 5.8% 0.0051 0.4% 34% False False 9
40 1.4735 1.3911 0.0824 5.8% 0.0039 0.3% 34% False False 6
60 1.4735 1.3705 0.1030 7.3% 0.0030 0.2% 47% False False 7
80 1.4735 1.3415 0.1320 9.3% 0.0023 0.2% 59% 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 False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4227
2.618 1.4227
1.618 1.4227
1.000 1.4227
0.618 1.4227
HIGH 1.4227
0.618 1.4227
0.500 1.4227
0.382 1.4227
LOW 1.4227
0.618 1.4227
1.000 1.4227
1.618 1.4227
2.618 1.4227
4.250 1.4227
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 1.4227 1.4160
PP 1.4216 1.4127
S1 1.4205 1.4093

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

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