CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 1.3501 1.3472 -0.0029 -0.2% 1.3547
High 1.3536 1.3532 -0.0004 0.0% 1.3721
Low 1.3411 1.3441 0.0030 0.2% 1.3480
Close 1.3461 1.3473 0.0012 0.1% 1.3518
Range 0.0125 0.0091 -0.0034 -27.2% 0.0241
ATR 0.0132 0.0129 -0.0003 -2.2% 0.0000
Volume 1,071 569 -502 -46.9% 4,146
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3755 1.3705 1.3523
R3 1.3664 1.3614 1.3498
R2 1.3573 1.3573 1.3490
R1 1.3523 1.3523 1.3481 1.3548
PP 1.3482 1.3482 1.3482 1.3495
S1 1.3432 1.3432 1.3465 1.3457
S2 1.3391 1.3391 1.3456
S3 1.3300 1.3341 1.3448
S4 1.3209 1.3250 1.3423
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% 0.0118 0.9% 20% False False 825
10 1.3837 1.3411 0.0426 3.2% 0.0118 0.9% 15% False False 796
20 1.3837 1.3370 0.0467 3.5% 0.0128 0.9% 22% False False 819
40 1.3837 1.2864 0.0973 7.2% 0.0128 1.0% 63% False False 595
60 1.3837 1.2864 0.0973 7.2% 0.0117 0.9% 63% False False 412
80 1.4180 1.2864 0.1316 9.8% 0.0092 0.7% 46% False False 310
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3919
2.618 1.3770
1.618 1.3679
1.000 1.3623
0.618 1.3588
HIGH 1.3532
0.618 1.3497
0.500 1.3487
0.382 1.3476
LOW 1.3441
0.618 1.3385
1.000 1.3350
1.618 1.3294
2.618 1.3203
4.250 1.3054
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 1.3487 1.3503
PP 1.3482 1.3493
S1 1.3478 1.3483

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

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