CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 1.4151 1.4217 0.0066 0.5% 1.4029
High 1.4227 1.4249 0.0022 0.2% 1.4227
Low 1.4041 1.4173 0.0132 0.9% 1.4000
Close 1.4216 1.4198 -0.0018 -0.1% 1.4216
Range 0.0186 0.0076 -0.0110 -59.1% 0.0227
ATR 0.0130 0.0126 -0.0004 -3.0% 0.0000
Volume 396,861 200,038 -196,823 -49.6% 1,502,474
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4435 1.4392 1.4240
R3 1.4359 1.4316 1.4219
R2 1.4283 1.4283 1.4212
R1 1.4240 1.4240 1.4205 1.4224
PP 1.4207 1.4207 1.4207 1.4198
S1 1.4164 1.4164 1.4191 1.4148
S2 1.4131 1.4131 1.4184
S3 1.4055 1.4088 1.4177
S4 1.3979 1.4012 1.4156
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4829 1.4749 1.4341
R3 1.4602 1.4522 1.4278
R2 1.4375 1.4375 1.4258
R1 1.4295 1.4295 1.4237 1.4335
PP 1.4148 1.4148 1.4148 1.4168
S1 1.4068 1.4068 1.4195 1.4108
S2 1.3921 1.3921 1.4174
S3 1.3694 1.3841 1.4154
S4 1.3467 1.3614 1.4091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4249 1.4026 0.0223 1.6% 0.0116 0.8% 77% True False 295,031
10 1.4249 1.4000 0.0249 1.8% 0.0119 0.8% 80% True False 274,631
20 1.4249 1.3733 0.0516 3.6% 0.0130 0.9% 90% True False 262,542
40 1.4249 1.3411 0.0838 5.9% 0.0123 0.9% 94% True False 133,627
60 1.4249 1.2864 0.1385 9.8% 0.0130 0.9% 96% True False 89,336
80 1.4249 1.2864 0.1385 9.8% 0.0128 0.9% 96% True False 67,048
100 1.4249 1.2864 0.1385 9.8% 0.0113 0.8% 96% True False 53,640
120 1.4249 1.2864 0.1385 9.8% 0.0096 0.7% 96% True False 44,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0033
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4572
2.618 1.4448
1.618 1.4372
1.000 1.4325
0.618 1.4296
HIGH 1.4249
0.618 1.4220
0.500 1.4211
0.382 1.4202
LOW 1.4173
0.618 1.4126
1.000 1.4097
1.618 1.4050
2.618 1.3974
4.250 1.3850
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 1.4211 1.4180
PP 1.4207 1.4163
S1 1.4202 1.4145

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

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