CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 1.3600 1.3650 0.0050 0.4% 1.3550
High 1.3600 1.3650 0.0050 0.4% 1.3681
Low 1.3549 1.3650 0.0101 0.7% 1.3549
Close 1.3567 1.3645 0.0078 0.6% 1.3567
Range 0.0051 0.0000 -0.0051 -100.0% 0.0132
ATR 0.0065 0.0067 0.0001 1.9% 0.0000
Volume 5 2 -3 -60.0% 24
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3648 1.3647 1.3645
R3 1.3648 1.3647 1.3645
R2 1.3648 1.3648 1.3645
R1 1.3647 1.3647 1.3645 1.3648
PP 1.3648 1.3648 1.3648 1.3649
S1 1.3647 1.3647 1.3645 1.3648
S2 1.3648 1.3648 1.3645
S3 1.3648 1.3647 1.3645
S4 1.3648 1.3647 1.3645
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3995 1.3913 1.3640
R3 1.3863 1.3781 1.3603
R2 1.3731 1.3731 1.3591
R1 1.3649 1.3649 1.3579 1.3690
PP 1.3599 1.3599 1.3599 1.3620
S1 1.3517 1.3517 1.3555 1.3558
S2 1.3467 1.3467 1.3543
S3 1.3335 1.3385 1.3531
S4 1.3203 1.3253 1.3494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3681 1.3549 0.0132 1.0% 0.0014 0.1% 73% False False 3
10 1.3681 1.3236 0.0445 3.3% 0.0014 0.1% 92% False False 3
20 1.3681 1.2838 0.0843 6.2% 0.0028 0.2% 96% False False 3
40 1.3681 1.2838 0.0843 6.2% 0.0020 0.1% 96% False False 2
Crabel Price Patterns
NR True
NR4 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3650
2.618 1.3650
1.618 1.3650
1.000 1.3650
0.618 1.3650
HIGH 1.3650
0.618 1.3650
0.500 1.3650
0.382 1.3650
LOW 1.3650
0.618 1.3650
1.000 1.3650
1.618 1.3650
2.618 1.3650
4.250 1.3650
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 1.3650 1.3635
PP 1.3648 1.3625
S1 1.3647 1.3615

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

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