CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 1.4440 1.4348 -0.0092 -0.6% 1.4395
High 1.4440 1.4348 -0.0092 -0.6% 1.4459
Low 1.4339 1.4100 -0.0239 -1.7% 1.4307
Close 1.4373 1.4174 -0.0199 -1.4% 1.4373
Range 0.0101 0.0248 0.0147 145.5% 0.0152
ATR 0.0105 0.0117 0.0012 11.4% 0.0000
Volume 303 216 -87 -28.7% 2,214
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4951 1.4811 1.4310
R3 1.4703 1.4563 1.4242
R2 1.4455 1.4455 1.4219
R1 1.4315 1.4315 1.4197 1.4261
PP 1.4207 1.4207 1.4207 1.4181
S1 1.4067 1.4067 1.4151 1.4013
S2 1.3959 1.3959 1.4129
S3 1.3711 1.3819 1.4106
S4 1.3463 1.3571 1.4038
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4836 1.4756 1.4457
R3 1.4684 1.4604 1.4415
R2 1.4532 1.4532 1.4401
R1 1.4452 1.4452 1.4387 1.4416
PP 1.4380 1.4380 1.4380 1.4362
S1 1.4300 1.4300 1.4359 1.4264
S2 1.4228 1.4228 1.4345
S3 1.4076 1.4148 1.4331
S4 1.3924 1.3996 1.4289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4459 1.4100 0.0359 2.5% 0.0145 1.0% 21% False True 295
10 1.4459 1.4097 0.0362 2.6% 0.0117 0.8% 21% False False 363
20 1.4459 1.3970 0.0489 3.4% 0.0109 0.8% 42% False False 355
40 1.4459 1.3587 0.0872 6.2% 0.0087 0.6% 67% False False 238
60 1.4459 1.3395 0.1064 7.5% 0.0072 0.5% 73% False False 161
80 1.4459 1.2838 0.1621 11.4% 0.0061 0.4% 82% False False 122
100 1.4459 1.2838 0.1621 11.4% 0.0050 0.4% 82% False False 98
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 0.0012
Widest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 1.5402
2.618 1.4997
1.618 1.4749
1.000 1.4596
0.618 1.4501
HIGH 1.4348
0.618 1.4253
0.500 1.4224
0.382 1.4195
LOW 1.4100
0.618 1.3947
1.000 1.3852
1.618 1.3699
2.618 1.3451
4.250 1.3046
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 1.4224 1.4275
PP 1.4207 1.4241
S1 1.4191 1.4208

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

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