CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 1.3510 1.3550 0.0040 0.3% 1.3236
High 1.3575 1.3550 -0.0025 -0.2% 1.3575
Low 1.3500 1.3550 0.0050 0.4% 1.3236
Close 1.3552 1.3594 0.0042 0.3% 1.3552
Range 0.0075 0.0000 -0.0075 -100.0% 0.0339
ATR 0.0072 0.0067 -0.0005 -6.9% 0.0000
Volume 2 8 6 300.0% 9
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3565 1.3579 1.3594
R3 1.3565 1.3579 1.3594
R2 1.3565 1.3565 1.3594
R1 1.3579 1.3579 1.3594 1.3572
PP 1.3565 1.3565 1.3565 1.3561
S1 1.3579 1.3579 1.3594 1.3572
S2 1.3565 1.3565 1.3594
S3 1.3565 1.3579 1.3594
S4 1.3565 1.3579 1.3594
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4471 1.4351 1.3738
R3 1.4132 1.4012 1.3645
R2 1.3793 1.3793 1.3614
R1 1.3673 1.3673 1.3583 1.3733
PP 1.3454 1.3454 1.3454 1.3485
S1 1.3334 1.3334 1.3521 1.3394
S2 1.3115 1.3115 1.3490
S3 1.2776 1.2995 1.3459
S4 1.2437 1.2656 1.3366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3575 1.3236 0.0339 2.5% 0.0015 0.1% 106% False False 3
10 1.3575 1.2838 0.0737 5.4% 0.0033 0.2% 103% False False 4
20 1.3575 1.2838 0.0737 5.4% 0.0029 0.2% 103% False False 3
40 1.3575 1.2838 0.0737 5.4% 0.0018 0.1% 103% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3550
2.618 1.3550
1.618 1.3550
1.000 1.3550
0.618 1.3550
HIGH 1.3550
0.618 1.3550
0.500 1.3550
0.382 1.3550
LOW 1.3550
0.618 1.3550
1.000 1.3550
1.618 1.3550
2.618 1.3550
4.250 1.3550
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 1.3579 1.3564
PP 1.3565 1.3534
S1 1.3550 1.3505

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

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