CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 1.4399 1.4214 -0.0185 -1.3% 1.4431
High 1.4402 1.4334 -0.0068 -0.5% 1.4500
Low 1.4137 1.4186 0.0049 0.3% 1.4345
Close 1.4215 1.4321 0.0106 0.7% 1.4416
Range 0.0265 0.0148 -0.0117 -44.2% 0.0155
ATR 0.0135 0.0136 0.0001 0.7% 0.0000
Volume 401,848 254,063 -147,785 -36.8% 1,278,524
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4724 1.4671 1.4402
R3 1.4576 1.4523 1.4362
R2 1.4428 1.4428 1.4348
R1 1.4375 1.4375 1.4335 1.4402
PP 1.4280 1.4280 1.4280 1.4294
S1 1.4227 1.4227 1.4307 1.4254
S2 1.4132 1.4132 1.4294
S3 1.3984 1.4079 1.4280
S4 1.3836 1.3931 1.4240
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4885 1.4806 1.4501
R3 1.4730 1.4651 1.4459
R2 1.4575 1.4575 1.4444
R1 1.4496 1.4496 1.4430 1.4458
PP 1.4420 1.4420 1.4420 1.4402
S1 1.4341 1.4341 1.4402 1.4303
S2 1.4265 1.4265 1.4388
S3 1.4110 1.4186 1.4373
S4 1.3955 1.4031 1.4331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4500 1.4137 0.0363 2.5% 0.0157 1.1% 51% False False 293,724
10 1.4500 1.4137 0.0363 2.5% 0.0142 1.0% 51% False False 283,394
20 1.4500 1.4000 0.0500 3.5% 0.0131 0.9% 64% False False 281,028
40 1.4500 1.3646 0.0854 6.0% 0.0128 0.9% 79% False False 210,641
60 1.4500 1.3411 0.1089 7.6% 0.0127 0.9% 84% False False 140,682
80 1.4500 1.2864 0.1636 11.4% 0.0130 0.9% 89% False False 105,651
100 1.4500 1.2864 0.1636 11.4% 0.0126 0.9% 89% False False 84,538
120 1.4500 1.2864 0.1636 11.4% 0.0108 0.8% 89% False False 70,450
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4963
2.618 1.4721
1.618 1.4573
1.000 1.4482
0.618 1.4425
HIGH 1.4334
0.618 1.4277
0.500 1.4260
0.382 1.4243
LOW 1.4186
0.618 1.4095
1.000 1.4038
1.618 1.3947
2.618 1.3799
4.250 1.3557
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 1.4301 1.4318
PP 1.4280 1.4314
S1 1.4260 1.4311

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

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