CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 1.4415 1.4459 0.0044 0.3% 1.4217
High 1.4500 1.4500 0.0000 0.0% 1.4468
Low 1.4356 1.4392 0.0036 0.3% 1.4131
Close 1.4466 1.4420 -0.0046 -0.3% 1.4414
Range 0.0144 0.0108 -0.0036 -25.0% 0.0337
ATR 0.0124 0.0123 -0.0001 -0.9% 0.0000
Volume 293,556 262,146 -31,410 -10.7% 1,355,482
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4761 1.4699 1.4479
R3 1.4653 1.4591 1.4450
R2 1.4545 1.4545 1.4440
R1 1.4483 1.4483 1.4430 1.4460
PP 1.4437 1.4437 1.4437 1.4426
S1 1.4375 1.4375 1.4410 1.4352
S2 1.4329 1.4329 1.4400
S3 1.4221 1.4267 1.4390
S4 1.4113 1.4159 1.4361
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5349 1.5218 1.4599
R3 1.5012 1.4881 1.4507
R2 1.4675 1.4675 1.4476
R1 1.4544 1.4544 1.4445 1.4610
PP 1.4338 1.4338 1.4338 1.4370
S1 1.4207 1.4207 1.4383 1.4273
S2 1.4001 1.4001 1.4352
S3 1.3664 1.3870 1.4321
S4 1.3327 1.3533 1.4229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4500 1.4222 0.0278 1.9% 0.0121 0.8% 71% True False 263,197
10 1.4500 1.4041 0.0459 3.2% 0.0121 0.8% 83% True False 279,178
20 1.4500 1.3850 0.0650 4.5% 0.0126 0.9% 88% True False 272,522
40 1.4500 1.3446 0.1054 7.3% 0.0124 0.9% 92% True False 180,567
60 1.4500 1.3370 0.1130 7.8% 0.0125 0.9% 93% True False 120,651
80 1.4500 1.2864 0.1636 11.3% 0.0126 0.9% 95% True False 90,581
100 1.4500 1.2864 0.1636 11.3% 0.0120 0.8% 95% True False 72,474
120 1.4500 1.2864 0.1636 11.3% 0.0103 0.7% 95% True False 60,396
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 1.4959
2.618 1.4783
1.618 1.4675
1.000 1.4608
0.618 1.4567
HIGH 1.4500
0.618 1.4459
0.500 1.4446
0.382 1.4433
LOW 1.4392
0.618 1.4325
1.000 1.4284
1.618 1.4217
2.618 1.4109
4.250 1.3933
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 1.4446 1.4428
PP 1.4437 1.4425
S1 1.4429 1.4423

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

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