CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 1.4807 1.4813 0.0006 0.0% 1.4547
High 1.4925 1.4884 -0.0041 -0.3% 1.4864
Low 1.4758 1.4496 -0.0262 -1.8% 1.4476
Close 1.4833 1.4508 -0.0325 -2.2% 1.4820
Range 0.0167 0.0388 0.0221 132.3% 0.0388
ATR 0.0140 0.0158 0.0018 12.6% 0.0000
Volume 372,956 498,234 125,278 33.6% 991,148
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 1.5793 1.5539 1.4721
R3 1.5405 1.5151 1.4615
R2 1.5017 1.5017 1.4579
R1 1.4763 1.4763 1.4544 1.4696
PP 1.4629 1.4629 1.4629 1.4596
S1 1.4375 1.4375 1.4472 1.4308
S2 1.4241 1.4241 1.4437
S3 1.3853 1.3987 1.4401
S4 1.3465 1.3599 1.4295
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5884 1.5740 1.5033
R3 1.5496 1.5352 1.4927
R2 1.5108 1.5108 1.4891
R1 1.4964 1.4964 1.4856 1.5036
PP 1.4720 1.4720 1.4720 1.4756
S1 1.4576 1.4576 1.4784 1.4648
S2 1.4332 1.4332 1.4749
S3 1.3944 1.4188 1.4713
S4 1.3556 1.3800 1.4607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4925 1.4496 0.0429 3.0% 0.0183 1.3% 3% False True 308,175
10 1.4925 1.4476 0.0449 3.1% 0.0159 1.1% 7% False False 263,000
20 1.4925 1.4137 0.0788 5.4% 0.0155 1.1% 47% False False 272,743
40 1.4925 1.3733 0.1192 8.2% 0.0143 1.0% 65% False False 277,639
60 1.4925 1.3411 0.1514 10.4% 0.0134 0.9% 72% False False 189,428
80 1.4925 1.2900 0.2025 14.0% 0.0136 0.9% 79% False False 142,269
100 1.4925 1.2864 0.2061 14.2% 0.0134 0.9% 80% False False 113,860
120 1.4925 1.2864 0.2061 14.2% 0.0122 0.8% 80% False False 94,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0043
Widest range in 151 trading days
Fibonacci Retracements and Extensions
4.250 1.6533
2.618 1.5900
1.618 1.5512
1.000 1.5272
0.618 1.5124
HIGH 1.4884
0.618 1.4736
0.500 1.4690
0.382 1.4644
LOW 1.4496
0.618 1.4256
1.000 1.4108
1.618 1.3868
2.618 1.3480
4.250 1.2847
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 1.4690 1.4711
PP 1.4629 1.4643
S1 1.4569 1.4576

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

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