CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 1.4470 1.4292 -0.0178 -1.2% 1.4590
High 1.4510 1.4390 -0.0120 -0.8% 1.4652
Low 1.4281 1.4280 -0.0001 0.0% 1.4281
Close 1.4312 1.4372 0.0060 0.4% 1.4312
Range 0.0229 0.0110 -0.0119 -52.0% 0.0371
ATR 0.0161 0.0157 -0.0004 -2.2% 0.0000
Volume 320,045 208,951 -111,094 -34.7% 660,829
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4677 1.4635 1.4433
R3 1.4567 1.4525 1.4402
R2 1.4457 1.4457 1.4392
R1 1.4415 1.4415 1.4382 1.4436
PP 1.4347 1.4347 1.4347 1.4358
S1 1.4305 1.4305 1.4362 1.4326
S2 1.4237 1.4237 1.4352
S3 1.4127 1.4195 1.4342
S4 1.4017 1.4085 1.4312
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5528 1.5291 1.4516
R3 1.5157 1.4920 1.4414
R2 1.4786 1.4786 1.4380
R1 1.4549 1.4549 1.4346 1.4482
PP 1.4415 1.4415 1.4415 1.4382
S1 1.4178 1.4178 1.4278 1.4111
S2 1.4044 1.4044 1.4244
S3 1.3673 1.3807 1.4210
S4 1.3302 1.3436 1.4108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4652 1.4280 0.0372 2.6% 0.0157 1.1% 25% False True 168,131
10 1.4652 1.4221 0.0431 3.0% 0.0156 1.1% 35% False False 89,950
20 1.4652 1.3925 0.0727 5.1% 0.0149 1.0% 61% False False 45,982
40 1.4875 1.3925 0.0950 6.6% 0.0161 1.1% 47% False False 23,389
60 1.4875 1.3925 0.0950 6.6% 0.0142 1.0% 47% False False 15,712
80 1.4875 1.3499 0.1376 9.6% 0.0122 0.8% 63% False False 11,808
100 1.4875 1.3395 0.1480 10.3% 0.0104 0.7% 66% False False 9,447
120 1.4875 1.2838 0.2037 14.2% 0.0091 0.6% 75% False False 7,873
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4858
2.618 1.4678
1.618 1.4568
1.000 1.4500
0.618 1.4458
HIGH 1.4390
0.618 1.4348
0.500 1.4335
0.382 1.4322
LOW 1.4280
0.618 1.4212
1.000 1.4170
1.618 1.4102
2.618 1.3992
4.250 1.3813
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 1.4360 1.4450
PP 1.4347 1.4424
S1 1.4335 1.4398

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

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