CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 1.3334 1.3266 -0.0068 -0.5% 1.3106
High 1.3421 1.3278 -0.0143 -1.1% 1.3410
Low 1.3282 1.3122 -0.0160 -1.2% 1.3081
Close 1.3294 1.3138 -0.0156 -1.2% 1.3357
Range 0.0139 0.0156 0.0017 12.2% 0.0329
ATR 0.0119 0.0123 0.0004 3.2% 0.0000
Volume 134 421 287 214.2% 864
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3647 1.3549 1.3224
R3 1.3491 1.3393 1.3181
R2 1.3335 1.3335 1.3167
R1 1.3237 1.3237 1.3152 1.3208
PP 1.3179 1.3179 1.3179 1.3165
S1 1.3081 1.3081 1.3124 1.3052
S2 1.3023 1.3023 1.3109
S3 1.2867 1.2925 1.3095
S4 1.2711 1.2769 1.3052
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 1.3122 0.0299 2.3% 0.0124 0.9% 5% False True 249
10 1.3421 1.3045 0.0376 2.9% 0.0117 0.9% 25% False False 244
20 1.3484 1.3045 0.0439 3.3% 0.0118 0.9% 21% False False 171
40 1.3834 1.2960 0.0874 6.7% 0.0086 0.7% 20% False False 91
60 1.4180 1.2960 0.1220 9.3% 0.0059 0.5% 15% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3941
2.618 1.3686
1.618 1.3530
1.000 1.3434
0.618 1.3374
HIGH 1.3278
0.618 1.3218
0.500 1.3200
0.382 1.3182
LOW 1.3122
0.618 1.3026
1.000 1.2966
1.618 1.2870
2.618 1.2714
4.250 1.2459
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 1.3200 1.3272
PP 1.3179 1.3227
S1 1.3159 1.3183

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

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