CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 1.3677 1.3703 0.0026 0.2% 1.3593
High 1.3735 1.3720 -0.0015 -0.1% 1.3735
Low 1.3620 1.3526 -0.0094 -0.7% 1.3526
Close 1.3705 1.3592 -0.0113 -0.8% 1.3592
Range 0.0115 0.0194 0.0079 68.7% 0.0209
ATR 0.0134 0.0138 0.0004 3.2% 0.0000
Volume 377 1,351 974 258.4% 3,651
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4195 1.4087 1.3699
R3 1.4001 1.3893 1.3645
R2 1.3807 1.3807 1.3628
R1 1.3699 1.3699 1.3610 1.3656
PP 1.3613 1.3613 1.3613 1.3591
S1 1.3505 1.3505 1.3574 1.3462
S2 1.3419 1.3419 1.3556
S3 1.3225 1.3311 1.3539
S4 1.3031 1.3117 1.3485
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4245 1.4127 1.3707
R3 1.4036 1.3918 1.3649
R2 1.3827 1.3827 1.3630
R1 1.3709 1.3709 1.3611 1.3664
PP 1.3618 1.3618 1.3618 1.3595
S1 1.3500 1.3500 1.3573 1.3455
S2 1.3409 1.3409 1.3554
S3 1.3200 1.3291 1.3535
S4 1.2991 1.3082 1.3477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3735 1.3526 0.0209 1.5% 0.0129 0.9% 32% False True 730
10 1.3735 1.3217 0.0518 3.8% 0.0143 1.1% 72% False False 883
20 1.3735 1.2864 0.0871 6.4% 0.0142 1.0% 84% False False 656
40 1.3735 1.2864 0.0871 6.4% 0.0125 0.9% 84% False False 388
60 1.4180 1.2864 0.1316 9.7% 0.0098 0.7% 55% False False 262
80 1.4180 1.2864 0.1316 9.7% 0.0075 0.6% 55% False False 198
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 0.0043
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4545
2.618 1.4228
1.618 1.4034
1.000 1.3914
0.618 1.3840
HIGH 1.3720
0.618 1.3646
0.500 1.3623
0.382 1.3600
LOW 1.3526
0.618 1.3406
1.000 1.3332
1.618 1.3212
2.618 1.3018
4.250 1.2702
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 1.3623 1.3631
PP 1.3613 1.3618
S1 1.3602 1.3605

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

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