CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 1.3802 1.3780 -0.0022 -0.2% 1.3593
High 1.3837 1.3800 -0.0037 -0.3% 1.3735
Low 1.3746 1.3593 -0.0153 -1.1% 1.3526
Close 1.3774 1.3612 -0.0162 -1.2% 1.3592
Range 0.0091 0.0207 0.0116 127.5% 0.0209
ATR 0.0137 0.0142 0.0005 3.7% 0.0000
Volume 713 704 -9 -1.3% 3,651
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4289 1.4158 1.3726
R3 1.4082 1.3951 1.3669
R2 1.3875 1.3875 1.3650
R1 1.3744 1.3744 1.3631 1.3706
PP 1.3668 1.3668 1.3668 1.3650
S1 1.3537 1.3537 1.3593 1.3499
S2 1.3461 1.3461 1.3574
S3 1.3254 1.3330 1.3555
S4 1.3047 1.3123 1.3498
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 1.3837 1.3526 0.0311 2.3% 0.0158 1.2% 28% False False 780
10 1.3837 1.3444 0.0393 2.9% 0.0140 1.0% 43% False False 741
20 1.3837 1.2864 0.0973 7.1% 0.0145 1.1% 77% False False 730
40 1.3837 1.2864 0.0973 7.1% 0.0132 1.0% 77% False False 450
60 1.3837 1.2864 0.0973 7.1% 0.0106 0.8% 77% False False 304
80 1.4180 1.2864 0.1316 9.7% 0.0081 0.6% 57% False False 229
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 0.0030
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.4680
2.618 1.4342
1.618 1.4135
1.000 1.4007
0.618 1.3928
HIGH 1.3800
0.618 1.3721
0.500 1.3697
0.382 1.3672
LOW 1.3593
0.618 1.3465
1.000 1.3386
1.618 1.3258
2.618 1.3051
4.250 1.2713
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 1.3697 1.3715
PP 1.3668 1.3681
S1 1.3640 1.3646

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

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