CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 1.3625 1.3475 -0.0150 -1.1% 1.3650
High 1.3625 1.3475 -0.0150 -1.1% 1.3812
Low 1.3489 1.3475 -0.0014 -0.1% 1.3489
Close 1.3539 1.3545 0.0006 0.0% 1.3539
Range 0.0136 0.0000 -0.0136 -100.0% 0.0323
ATR 0.0083 0.0081 -0.0001 -1.6% 0.0000
Volume 5 2 -3 -60.0% 25
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3498 1.3522 1.3545
R3 1.3498 1.3522 1.3545
R2 1.3498 1.3498 1.3545
R1 1.3522 1.3522 1.3545 1.3510
PP 1.3498 1.3498 1.3498 1.3493
S1 1.3522 1.3522 1.3545 1.3510
S2 1.3498 1.3498 1.3545
S3 1.3498 1.3522 1.3545
S4 1.3498 1.3522 1.3545
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4582 1.4384 1.3717
R3 1.4259 1.4061 1.3628
R2 1.3936 1.3936 1.3598
R1 1.3738 1.3738 1.3569 1.3676
PP 1.3613 1.3613 1.3613 1.3582
S1 1.3415 1.3415 1.3509 1.3353
S2 1.3290 1.3290 1.3480
S3 1.2967 1.3092 1.3450
S4 1.2644 1.2769 1.3361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3812 1.3475 0.0337 2.5% 0.0064 0.5% 21% False True 5
10 1.3812 1.3475 0.0337 2.5% 0.0039 0.3% 21% False True 4
20 1.3812 1.2838 0.0974 7.2% 0.0036 0.3% 73% False False 4
40 1.3812 1.2838 0.0974 7.2% 0.0028 0.2% 73% False False 3
60 1.3812 1.2838 0.0974 7.2% 0.0019 0.1% 73% False False 3
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 True
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3475
2.618 1.3475
1.618 1.3475
1.000 1.3475
0.618 1.3475
HIGH 1.3475
0.618 1.3475
0.500 1.3475
0.382 1.3475
LOW 1.3475
0.618 1.3475
1.000 1.3475
1.618 1.3475
2.618 1.3475
4.250 1.3475
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 1.3522 1.3550
PP 1.3498 1.3548
S1 1.3475 1.3547

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

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