CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 1.3350 1.3334 -0.0016 -0.1% 1.3106
High 1.3381 1.3421 0.0040 0.3% 1.3410
Low 1.3248 1.3282 0.0034 0.3% 1.3081
Close 1.3356 1.3294 -0.0062 -0.5% 1.3357
Range 0.0133 0.0139 0.0006 4.5% 0.0329
ATR 0.0118 0.0119 0.0002 1.3% 0.0000
Volume 335 134 -201 -60.0% 864
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3749 1.3661 1.3370
R3 1.3610 1.3522 1.3332
R2 1.3471 1.3471 1.3319
R1 1.3383 1.3383 1.3307 1.3358
PP 1.3332 1.3332 1.3332 1.3320
S1 1.3244 1.3244 1.3281 1.3219
S2 1.3193 1.3193 1.3269
S3 1.3054 1.3105 1.3256
S4 1.2915 1.2966 1.3218
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 1.3421 1.3081 0.0340 2.6% 0.0123 0.9% 63% True False 181
10 1.3421 1.3045 0.0376 2.8% 0.0113 0.8% 66% True False 213
20 1.3484 1.3045 0.0439 3.3% 0.0116 0.9% 57% False False 150
40 1.3895 1.2960 0.0935 7.0% 0.0082 0.6% 36% False False 81
60 1.4180 1.2960 0.1220 9.2% 0.0057 0.4% 27% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4012
2.618 1.3785
1.618 1.3646
1.000 1.3560
0.618 1.3507
HIGH 1.3421
0.618 1.3368
0.500 1.3352
0.382 1.3335
LOW 1.3282
0.618 1.3196
1.000 1.3143
1.618 1.3057
2.618 1.2918
4.250 1.2691
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 1.3352 1.3335
PP 1.3332 1.3321
S1 1.3313 1.3308

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

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