CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 1.3936 1.3971 0.0035 0.3% 1.3717
High 1.3986 1.4014 0.0028 0.2% 1.3986
Low 1.3920 1.3934 0.0014 0.1% 1.3696
Close 1.3964 1.3945 -0.0019 -0.1% 1.3964
Range 0.0066 0.0080 0.0014 21.2% 0.0290
ATR 0.0124 0.0121 -0.0003 -2.5% 0.0000
Volume 24,853 36,869 12,016 48.3% 38,762
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4204 1.4155 1.3989
R3 1.4124 1.4075 1.3967
R2 1.4044 1.4044 1.3960
R1 1.3995 1.3995 1.3952 1.3980
PP 1.3964 1.3964 1.3964 1.3957
S1 1.3915 1.3915 1.3938 1.3900
S2 1.3884 1.3884 1.3930
S3 1.3804 1.3835 1.3923
S4 1.3724 1.3755 1.3901
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4752 1.4648 1.4124
R3 1.4462 1.4358 1.4044
R2 1.4172 1.4172 1.4017
R1 1.4068 1.4068 1.3991 1.4120
PP 1.3882 1.3882 1.3882 1.3908
S1 1.3778 1.3778 1.3937 1.3830
S2 1.3592 1.3592 1.3911
S3 1.3302 1.3488 1.3884
S4 1.3012 1.3198 1.3805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4014 1.3729 0.0285 2.0% 0.0104 0.7% 76% True False 14,717
10 1.4014 1.3510 0.0504 3.6% 0.0119 0.9% 86% True False 8,645
20 1.4014 1.3411 0.0603 4.3% 0.0116 0.8% 89% True False 4,712
40 1.4014 1.2864 0.1150 8.2% 0.0130 0.9% 94% True False 2,733
60 1.4014 1.2864 0.1150 8.2% 0.0127 0.9% 94% True False 1,883
80 1.4014 1.2864 0.1150 8.2% 0.0109 0.8% 94% True False 1,415
100 1.4180 1.2864 0.1316 9.4% 0.0089 0.6% 82% False False 1,133
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4354
2.618 1.4223
1.618 1.4143
1.000 1.4094
0.618 1.4063
HIGH 1.4014
0.618 1.3983
0.500 1.3974
0.382 1.3965
LOW 1.3934
0.618 1.3885
1.000 1.3854
1.618 1.3805
2.618 1.3725
4.250 1.3594
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 1.3974 1.3935
PP 1.3964 1.3925
S1 1.3955 1.3915

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

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