CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 1.4459 1.4424 -0.0035 -0.2% 1.4217
High 1.4500 1.4495 -0.0005 0.0% 1.4468
Low 1.4392 1.4345 -0.0047 -0.3% 1.4131
Close 1.4420 1.4471 0.0051 0.4% 1.4414
Range 0.0108 0.0150 0.0042 38.9% 0.0337
ATR 0.0123 0.0125 0.0002 1.6% 0.0000
Volume 262,146 295,805 33,659 12.8% 1,355,482
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4887 1.4829 1.4554
R3 1.4737 1.4679 1.4512
R2 1.4587 1.4587 1.4499
R1 1.4529 1.4529 1.4485 1.4558
PP 1.4437 1.4437 1.4437 1.4452
S1 1.4379 1.4379 1.4457 1.4408
S2 1.4287 1.4287 1.4444
S3 1.4137 1.4229 1.4430
S4 1.3987 1.4079 1.4389
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 1.4270 0.0230 1.6% 0.0132 0.9% 87% False False 255,855
10 1.4500 1.4041 0.0459 3.2% 0.0125 0.9% 94% False False 277,610
20 1.4500 1.3962 0.0538 3.7% 0.0124 0.9% 95% False False 272,082
40 1.4500 1.3510 0.0990 6.8% 0.0125 0.9% 97% False False 187,942
60 1.4500 1.3370 0.1130 7.8% 0.0126 0.9% 97% False False 125,558
80 1.4500 1.2864 0.1636 11.3% 0.0127 0.9% 98% False False 94,277
100 1.4500 1.2864 0.1636 11.3% 0.0121 0.8% 98% False False 75,432
120 1.4500 1.2864 0.1636 11.3% 0.0104 0.7% 98% False False 62,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5133
2.618 1.4888
1.618 1.4738
1.000 1.4645
0.618 1.4588
HIGH 1.4495
0.618 1.4438
0.500 1.4420
0.382 1.4402
LOW 1.4345
0.618 1.4252
1.000 1.4195
1.618 1.4102
2.618 1.3952
4.250 1.3708
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 1.4454 1.4455
PP 1.4437 1.4439
S1 1.4420 1.4423

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

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