CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 1.3949 1.3893 -0.0056 -0.4% 1.3717
High 1.3967 1.3921 -0.0046 -0.3% 1.3986
Low 1.3840 1.3834 -0.0006 0.0% 1.3696
Close 1.3880 1.3883 0.0003 0.0% 1.3964
Range 0.0127 0.0087 -0.0040 -31.5% 0.0290
ATR 0.0121 0.0119 -0.0002 -2.0% 0.0000
Volume 57,128 110,425 53,297 93.3% 38,762
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4140 1.4099 1.3931
R3 1.4053 1.4012 1.3907
R2 1.3966 1.3966 1.3899
R1 1.3925 1.3925 1.3891 1.3902
PP 1.3879 1.3879 1.3879 1.3868
S1 1.3838 1.3838 1.3875 1.3815
S2 1.3792 1.3792 1.3867
S3 1.3705 1.3751 1.3859
S4 1.3618 1.3664 1.3835
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 1.3815 0.0199 1.4% 0.0100 0.7% 34% False False 47,246
10 1.4014 1.3683 0.0331 2.4% 0.0110 0.8% 60% False False 24,772
20 1.4014 1.3411 0.0603 4.3% 0.0117 0.8% 78% False False 13,006
40 1.4014 1.2900 0.1114 8.0% 0.0130 0.9% 88% False False 6,899
60 1.4014 1.2864 0.1150 8.3% 0.0128 0.9% 89% False False 4,675
80 1.4014 1.2864 0.1150 8.3% 0.0111 0.8% 89% False False 3,510
100 1.4180 1.2864 0.1316 9.5% 0.0091 0.7% 77% False False 2,809
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4291
2.618 1.4149
1.618 1.4062
1.000 1.4008
0.618 1.3975
HIGH 1.3921
0.618 1.3888
0.500 1.3878
0.382 1.3867
LOW 1.3834
0.618 1.3780
1.000 1.3747
1.618 1.3693
2.618 1.3606
4.250 1.3464
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 1.3881 1.3924
PP 1.3879 1.3910
S1 1.3878 1.3897

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

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