CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 1.4217 1.4200 -0.0017 -0.1% 1.4029
High 1.4249 1.4226 -0.0023 -0.2% 1.4227
Low 1.4173 1.4131 -0.0042 -0.3% 1.4000
Close 1.4198 1.4205 0.0007 0.0% 1.4216
Range 0.0076 0.0095 0.0019 25.0% 0.0227
ATR 0.0126 0.0124 -0.0002 -1.8% 0.0000
Volume 200,038 255,932 55,894 27.9% 1,502,474
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4472 1.4434 1.4257
R3 1.4377 1.4339 1.4231
R2 1.4282 1.4282 1.4222
R1 1.4244 1.4244 1.4214 1.4263
PP 1.4187 1.4187 1.4187 1.4197
S1 1.4149 1.4149 1.4196 1.4168
S2 1.4092 1.4092 1.4188
S3 1.3997 1.4054 1.4179
S4 1.3902 1.3959 1.4153
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 1.4031 0.0218 1.5% 0.0115 0.8% 80% False False 291,264
10 1.4249 1.4000 0.0249 1.8% 0.0121 0.9% 82% False False 278,662
20 1.4249 1.3733 0.0516 3.6% 0.0128 0.9% 91% False False 272,482
40 1.4249 1.3411 0.0838 5.9% 0.0123 0.9% 95% False False 140,006
60 1.4249 1.2864 0.1385 9.8% 0.0130 0.9% 97% False False 93,595
80 1.4249 1.2864 0.1385 9.8% 0.0128 0.9% 97% False False 70,247
100 1.4249 1.2864 0.1385 9.8% 0.0114 0.8% 97% False False 56,200
120 1.4249 1.2864 0.1385 9.8% 0.0097 0.7% 97% False False 46,834
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 False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4630
2.618 1.4475
1.618 1.4380
1.000 1.4321
0.618 1.4285
HIGH 1.4226
0.618 1.4190
0.500 1.4179
0.382 1.4167
LOW 1.4131
0.618 1.4072
1.000 1.4036
1.618 1.3977
2.618 1.3882
4.250 1.3727
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 1.4196 1.4185
PP 1.4187 1.4165
S1 1.4179 1.4145

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

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