CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 1.3999 1.4159 0.0160 1.1% 1.3948
High 1.4167 1.4221 0.0054 0.4% 1.4167
Low 1.3962 1.4120 0.0158 1.1% 1.3836
Close 1.4137 1.4207 0.0070 0.5% 1.4137
Range 0.0205 0.0101 -0.0104 -50.7% 0.0331
ATR 0.0136 0.0134 -0.0003 -1.8% 0.0000
Volume 285,296 230,831 -54,465 -19.1% 1,605,540
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4486 1.4447 1.4263
R3 1.4385 1.4346 1.4235
R2 1.4284 1.4284 1.4226
R1 1.4245 1.4245 1.4216 1.4265
PP 1.4183 1.4183 1.4183 1.4192
S1 1.4144 1.4144 1.4198 1.4164
S2 1.4082 1.4082 1.4188
S3 1.3981 1.4043 1.4179
S4 1.3880 1.3942 1.4151
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.5040 1.4919 1.4319
R3 1.4709 1.4588 1.4228
R2 1.4378 1.4378 1.4198
R1 1.4257 1.4257 1.4167 1.4318
PP 1.4047 1.4047 1.4047 1.4077
S1 1.3926 1.3926 1.4107 1.3987
S2 1.3716 1.3716 1.4076
S3 1.3385 1.3595 1.4046
S4 1.3054 1.3264 1.3955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4221 1.3836 0.0385 2.7% 0.0157 1.1% 96% True False 312,884
10 1.4221 1.3733 0.0488 3.4% 0.0141 1.0% 97% True False 250,452
20 1.4221 1.3510 0.0711 5.0% 0.0130 0.9% 98% True False 129,548
40 1.4221 1.3411 0.0810 5.7% 0.0127 0.9% 98% True False 65,143
60 1.4221 1.2864 0.1357 9.6% 0.0130 0.9% 99% True False 43,604
80 1.4221 1.2864 0.1357 9.6% 0.0124 0.9% 99% True False 32,721
100 1.4221 1.2864 0.1357 9.6% 0.0103 0.7% 99% True False 26,178
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4650
2.618 1.4485
1.618 1.4384
1.000 1.4322
0.618 1.4283
HIGH 1.4221
0.618 1.4182
0.500 1.4171
0.382 1.4159
LOW 1.4120
0.618 1.4058
1.000 1.4019
1.618 1.3957
2.618 1.3856
4.250 1.3691
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 1.4195 1.4150
PP 1.4183 1.4093
S1 1.4171 1.4036

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

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