CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 1.4083 1.4030 -0.0053 -0.4% 1.4154
High 1.4130 1.4051 -0.0079 -0.6% 1.4204
Low 1.4033 1.3977 -0.0056 -0.4% 1.3794
Close 1.4074 1.4025 -0.0049 -0.3% 1.4074
Range 0.0097 0.0074 -0.0023 -23.7% 0.0410
ATR 0.0146 0.0143 -0.0004 -2.4% 0.0000
Volume 277 255 -22 -7.9% 1,731
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4240 1.4206 1.4066
R3 1.4166 1.4132 1.4045
R2 1.4092 1.4092 1.4039
R1 1.4058 1.4058 1.4032 1.4038
PP 1.4018 1.4018 1.4018 1.4008
S1 1.3984 1.3984 1.4018 1.3964
S2 1.3944 1.3944 1.4011
S3 1.3870 1.3910 1.4005
S4 1.3796 1.3836 1.3984
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5254 1.5074 1.4300
R3 1.4844 1.4664 1.4187
R2 1.4434 1.4434 1.4149
R1 1.4254 1.4254 1.4112 1.4139
PP 1.4024 1.4024 1.4024 1.3967
S1 1.3844 1.3844 1.4036 1.3729
S2 1.3614 1.3614 1.3999
S3 1.3204 1.3434 1.3961
S4 1.2794 1.3024 1.3849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4204 1.3794 0.0410 2.9% 0.0146 1.0% 56% False False 361
10 1.4501 1.3794 0.0707 5.0% 0.0156 1.1% 33% False False 251
20 1.4501 1.3794 0.0707 5.0% 0.0140 1.0% 33% False False 224
40 1.4610 1.3794 0.0816 5.8% 0.0108 0.8% 28% False False 143
60 1.4735 1.3794 0.0941 6.7% 0.0088 0.6% 25% False False 98
80 1.4735 1.3794 0.0941 6.7% 0.0071 0.5% 25% False False 74
100 1.4735 1.3663 0.1072 7.6% 0.0059 0.4% 34% False False 61
120 1.4735 1.3415 0.1320 9.4% 0.0050 0.4% 46% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.4366
2.618 1.4245
1.618 1.4171
1.000 1.4125
0.618 1.4097
HIGH 1.4051
0.618 1.4023
0.500 1.4014
0.382 1.4005
LOW 1.3977
0.618 1.3931
1.000 1.3903
1.618 1.3857
2.618 1.3783
4.250 1.3663
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 1.4021 1.4091
PP 1.4018 1.4069
S1 1.4014 1.4047

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

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