CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 1.3537 1.3592 0.0055 0.4% 1.3774
High 1.3655 1.3795 0.0140 1.0% 1.3845
Low 1.3486 1.3588 0.0102 0.8% 1.3486
Close 1.3588 1.3754 0.0166 1.2% 1.3754
Range 0.0169 0.0207 0.0038 22.5% 0.0359
ATR 0.0183 0.0185 0.0002 0.9% 0.0000
Volume 1,483 1,004 -479 -32.3% 3,682
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4333 1.4251 1.3868
R3 1.4126 1.4044 1.3811
R2 1.3919 1.3919 1.3792
R1 1.3837 1.3837 1.3773 1.3878
PP 1.3712 1.3712 1.3712 1.3733
S1 1.3630 1.3630 1.3735 1.3671
S2 1.3505 1.3505 1.3716
S3 1.3298 1.3423 1.3697
S4 1.3091 1.3216 1.3640
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4772 1.4622 1.3951
R3 1.4413 1.4263 1.3853
R2 1.4054 1.4054 1.3820
R1 1.3904 1.3904 1.3787 1.3800
PP 1.3695 1.3695 1.3695 1.3643
S1 1.3545 1.3545 1.3721 1.3441
S2 1.3336 1.3336 1.3688
S3 1.2977 1.3186 1.3655
S4 1.2618 1.2827 1.3557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3845 1.3486 0.0359 2.6% 0.0186 1.3% 75% False False 736
10 1.4150 1.3486 0.0664 4.8% 0.0201 1.5% 40% False False 917
20 1.4231 1.3486 0.0745 5.4% 0.0181 1.3% 36% False False 779
40 1.4231 1.3161 0.1070 7.8% 0.0171 1.2% 55% False False 553
60 1.4472 1.3161 0.1311 9.5% 0.0145 1.1% 45% False False 382
80 1.4472 1.3161 0.1311 9.5% 0.0128 0.9% 45% False False 289
100 1.4472 1.3161 0.1311 9.5% 0.0110 0.8% 45% False False 232
120 1.4556 1.3161 0.1395 10.1% 0.0093 0.7% 43% False False 194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4675
2.618 1.4337
1.618 1.4130
1.000 1.4002
0.618 1.3923
HIGH 1.3795
0.618 1.3716
0.500 1.3692
0.382 1.3667
LOW 1.3588
0.618 1.3460
1.000 1.3381
1.618 1.3253
2.618 1.3046
4.250 1.2708
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 1.3733 1.3724
PP 1.3712 1.3695
S1 1.3692 1.3665

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

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