CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 29-Mar-2011

Day Change Summary
	Previous	Current
	28-Mar-2011	29-Mar-2011	Change	Change %	Previous Week
Open	1.4029	1.4065	0.0036	0.3%	1.4159
High	1.4097	1.4130	0.0033	0.2%	1.4229
Low	1.4000	1.4026	0.0026	0.2%	1.4035
Close	1.4078	1.4068	-0.0010	-0.1%	1.4051
Range	0.0097	0.0104	0.0007	7.2%	0.0194
ATR	0.0130	0.0128	-0.0002	-1.4%	0.0000
Volume	227,354	274,767	47,413	20.9%	1,274,636

Daily Pivots for day following 29-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4387	1.4331	1.4125
R3	1.4283	1.4227	1.4097
R2	1.4179	1.4179	1.4087
R1	1.4123	1.4123	1.4078	1.4151
PP	1.4075	1.4075	1.4075	1.4089
S1	1.4019	1.4019	1.4058	1.4047
S2	1.3971	1.3971	1.4049
S3	1.3867	1.3915	1.4039
S4	1.3763	1.3811	1.4011

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4687	1.4563	1.4158
R3	1.4493	1.4369	1.4104
R2	1.4299	1.4299	1.4087
R1	1.4175	1.4175	1.4069	1.4140
PP	1.4105	1.4105	1.4105	1.4088
S1	1.3981	1.3981	1.4033	1.3946
S2	1.3911	1.3911	1.4015
S3	1.3717	1.3787	1.3998
S4	1.3523	1.3593	1.3944

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4202	1.4000	0.0202	1.4%	0.0128	0.9%	34%	False	False	266,059
10	1.4229	1.3848	0.0381	2.7%	0.0134	0.9%	58%	False	False	273,353
20	1.4229	1.3729	0.0500	3.6%	0.0127	0.9%	68%	False	False	206,081
40	1.4229	1.3411	0.0818	5.8%	0.0125	0.9%	80%	False	False	103,679
60	1.4229	1.2864	0.1365	9.7%	0.0131	0.9%	88%	False	False	69,349
80	1.4229	1.2864	0.1365	9.7%	0.0126	0.9%	88%	False	False	52,043
100	1.4229	1.2864	0.1365	9.7%	0.0110	0.8%	88%	False	False	41,637
120	1.4229	1.2864	0.1365	9.7%	0.0092	0.7%	88%	False	False	34,698

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4572
2.618	1.4402
1.618	1.4298
1.000	1.4234
0.618	1.4194
HIGH	1.4130
0.618	1.4090
0.500	1.4078
0.382	1.4066
LOW	1.4026
0.618	1.3962
1.000	1.3922
1.618	1.3858
2.618	1.3754
4.250	1.3584

Fisher Pivots for day following 29-Mar-2011
Pivot	1 day	3 day
R1	1.4078	1.4088
PP	1.4075	1.4081
S1	1.4071	1.4075

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols