CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 1.3547 1.3588 0.0041 0.3% 1.3555
High 1.3602 1.3665 0.0063 0.5% 1.3837
Low 1.3488 1.3582 0.0094 0.7% 1.3524
Close 1.3566 1.3604 0.0038 0.3% 1.3562
Range 0.0114 0.0083 -0.0031 -27.2% 0.0313
ATR 0.0137 0.0134 -0.0003 -2.0% 0.0000
Volume 749 912 163 21.8% 3,308
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3866 1.3818 1.3650
R3 1.3783 1.3735 1.3627
R2 1.3700 1.3700 1.3619
R1 1.3652 1.3652 1.3612 1.3676
PP 1.3617 1.3617 1.3617 1.3629
S1 1.3569 1.3569 1.3596 1.3593
S2 1.3534 1.3534 1.3589
S3 1.3451 1.3486 1.3581
S4 1.3368 1.3403 1.3558
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4580 1.4384 1.3734
R3 1.4267 1.4071 1.3648
R2 1.3954 1.3954 1.3619
R1 1.3758 1.3758 1.3591 1.3856
PP 1.3641 1.3641 1.3641 1.3690
S1 1.3445 1.3445 1.3533 1.3543
S2 1.3328 1.3328 1.3505
S3 1.3015 1.3132 1.3476
S4 1.2702 1.2819 1.3390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3837 1.3488 0.0349 2.6% 0.0119 0.9% 33% False False 767
10 1.3837 1.3488 0.0349 2.6% 0.0128 0.9% 33% False False 709
20 1.3837 1.2900 0.0937 6.9% 0.0143 1.1% 75% False False 791
40 1.3837 1.2864 0.0973 7.2% 0.0133 1.0% 76% False False 509
60 1.3837 1.2864 0.0973 7.2% 0.0109 0.8% 76% False False 344
80 1.4180 1.2864 0.1316 9.7% 0.0085 0.6% 56% False False 259
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0025
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4018
2.618 1.3882
1.618 1.3799
1.000 1.3748
0.618 1.3716
HIGH 1.3665
0.618 1.3633
0.500 1.3624
0.382 1.3614
LOW 1.3582
0.618 1.3531
1.000 1.3499
1.618 1.3448
2.618 1.3365
4.250 1.3229
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 1.3624 1.3595
PP 1.3617 1.3586
S1 1.3611 1.3577

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

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