CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 1.3390 1.3350 -0.0040 -0.3% 1.3485
High 1.3400 1.3400 0.0000 0.0% 1.3543
Low 1.3341 1.3350 0.0009 0.1% 1.3260
Close 1.3341 1.3375 0.0034 0.3% 1.3278
Range 0.0059 0.0050 -0.0009 -15.3% 0.0283
ATR 0.0110 0.0107 -0.0004 -3.3% 0.0000
Volume 4 49 45 1,125.0% 34
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3525 1.3500 1.3403
R3 1.3475 1.3450 1.3389
R2 1.3425 1.3425 1.3384
R1 1.3400 1.3400 1.3380 1.3413
PP 1.3375 1.3375 1.3375 1.3381
S1 1.3350 1.3350 1.3370 1.3363
S2 1.3325 1.3325 1.3366
S3 1.3275 1.3300 1.3361
S4 1.3225 1.3250 1.3348
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4209 1.4027 1.3434
R3 1.3926 1.3744 1.3356
R2 1.3643 1.3643 1.3330
R1 1.3461 1.3461 1.3304 1.3411
PP 1.3360 1.3360 1.3360 1.3335
S1 1.3178 1.3178 1.3252 1.3128
S2 1.3077 1.3077 1.3226
S3 1.2794 1.2895 1.3200
S4 1.2511 1.2612 1.3122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3543 1.3260 0.0283 2.1% 0.0075 0.6% 41% False False 14
10 1.3641 1.3260 0.0381 2.8% 0.0071 0.5% 30% False False 17
20 1.3843 1.3260 0.0583 4.4% 0.0069 0.5% 20% False False 11
40 1.4188 1.3260 0.0928 6.9% 0.0035 0.3% 12% False False 8
60 1.4188 1.3221 0.0967 7.2% 0.0026 0.2% 16% False False 6
80 1.4458 1.3221 0.1237 9.2% 0.0022 0.2% 12% False False 5
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3613
2.618 1.3531
1.618 1.3481
1.000 1.3450
0.618 1.3431
HIGH 1.3400
0.618 1.3381
0.500 1.3375
0.382 1.3369
LOW 1.3350
0.618 1.3319
1.000 1.3300
1.618 1.3269
2.618 1.3219
4.250 1.3138
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 1.3375 1.3363
PP 1.3375 1.3351
S1 1.3375 1.3339

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

View Archives - Comment on this page... - Back to Index of Symbols