CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 1.3308 1.3350 0.0042 0.3% 1.3106
High 1.3410 1.3381 -0.0029 -0.2% 1.3410
Low 1.3308 1.3248 -0.0060 -0.5% 1.3081
Close 1.3357 1.3356 -0.0001 0.0% 1.3357
Range 0.0102 0.0133 0.0031 30.4% 0.0329
ATR 0.0117 0.0118 0.0001 1.0% 0.0000
Volume 189 335 146 77.2% 864
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3727 1.3675 1.3429
R3 1.3594 1.3542 1.3393
R2 1.3461 1.3461 1.3380
R1 1.3409 1.3409 1.3368 1.3435
PP 1.3328 1.3328 1.3328 1.3342
S1 1.3276 1.3276 1.3344 1.3302
S2 1.3195 1.3195 1.3332
S3 1.3062 1.3143 1.3319
S4 1.2929 1.3010 1.3283
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4270 1.4142 1.3538
R3 1.3941 1.3813 1.3447
R2 1.3612 1.3612 1.3417
R1 1.3484 1.3484 1.3387 1.3548
PP 1.3283 1.3283 1.3283 1.3315
S1 1.3155 1.3155 1.3327 1.3219
S2 1.2954 1.2954 1.3297
S3 1.2625 1.2826 1.3267
S4 1.2296 1.2497 1.3176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3410 1.3081 0.0329 2.5% 0.0127 0.9% 84% False False 162
10 1.3410 1.3045 0.0365 2.7% 0.0106 0.8% 85% False False 210
20 1.3484 1.3045 0.0439 3.3% 0.0110 0.8% 71% False False 144
40 1.4088 1.2960 0.1128 8.4% 0.0081 0.6% 35% False False 78
60 1.4180 1.2960 0.1220 9.1% 0.0055 0.4% 32% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3946
2.618 1.3729
1.618 1.3596
1.000 1.3514
0.618 1.3463
HIGH 1.3381
0.618 1.3330
0.500 1.3315
0.382 1.3299
LOW 1.3248
0.618 1.3166
1.000 1.3115
1.618 1.3033
2.618 1.2900
4.250 1.2683
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 1.3342 1.3341
PP 1.3328 1.3327
S1 1.3315 1.3312

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

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