CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 1.3574 1.3501 -0.0073 -0.5% 1.3547
High 1.3595 1.3536 -0.0059 -0.4% 1.3721
Low 1.3480 1.3411 -0.0069 -0.5% 1.3480
Close 1.3518 1.3461 -0.0057 -0.4% 1.3518
Range 0.0115 0.0125 0.0010 8.7% 0.0241
ATR 0.0133 0.0132 -0.0001 -0.4% 0.0000
Volume 936 1,071 135 14.4% 4,146
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3844 1.3778 1.3530
R3 1.3719 1.3653 1.3495
R2 1.3594 1.3594 1.3484
R1 1.3528 1.3528 1.3472 1.3499
PP 1.3469 1.3469 1.3469 1.3455
S1 1.3403 1.3403 1.3450 1.3374
S2 1.3344 1.3344 1.3438
S3 1.3219 1.3278 1.3427
S4 1.3094 1.3153 1.3392
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4296 1.4148 1.3651
R3 1.4055 1.3907 1.3584
R2 1.3814 1.3814 1.3562
R1 1.3666 1.3666 1.3540 1.3620
PP 1.3573 1.3573 1.3573 1.3550
S1 1.3425 1.3425 1.3496 1.3379
S2 1.3332 1.3332 1.3474
S3 1.3091 1.3184 1.3452
S4 1.2850 1.2943 1.3385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3721 1.3411 0.0310 2.3% 0.0116 0.9% 16% False True 893
10 1.3837 1.3411 0.0426 3.2% 0.0123 0.9% 12% False True 768
20 1.3837 1.3217 0.0620 4.6% 0.0135 1.0% 39% False False 812
40 1.3837 1.2864 0.0973 7.2% 0.0131 1.0% 61% False False 584
60 1.3837 1.2864 0.0973 7.2% 0.0117 0.9% 61% False False 403
80 1.4180 1.2864 0.1316 9.8% 0.0091 0.7% 45% False False 303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4067
2.618 1.3863
1.618 1.3738
1.000 1.3661
0.618 1.3613
HIGH 1.3536
0.618 1.3488
0.500 1.3474
0.382 1.3459
LOW 1.3411
0.618 1.3334
1.000 1.3286
1.618 1.3209
2.618 1.3084
4.250 1.2880
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 1.3474 1.3552
PP 1.3469 1.3521
S1 1.3465 1.3491

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

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