CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 1.4214 1.4314 0.0100 0.7% 1.4431
High 1.4334 1.4532 0.0198 1.4% 1.4500
Low 1.4186 1.4311 0.0125 0.9% 1.4345
Close 1.4321 1.4497 0.0176 1.2% 1.4416
Range 0.0148 0.0221 0.0073 49.3% 0.0155
ATR 0.0136 0.0142 0.0006 4.4% 0.0000
Volume 254,063 302,399 48,336 19.0% 1,278,524
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5110 1.5024 1.4619
R3 1.4889 1.4803 1.4558
R2 1.4668 1.4668 1.4538
R1 1.4582 1.4582 1.4517 1.4625
PP 1.4447 1.4447 1.4447 1.4468
S1 1.4361 1.4361 1.4477 1.4404
S2 1.4226 1.4226 1.4456
S3 1.4005 1.4140 1.4436
S4 1.3784 1.3919 1.4375
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 1.4532 1.4137 0.0395 2.7% 0.0180 1.2% 91% True False 301,775
10 1.4532 1.4137 0.0395 2.7% 0.0150 1.0% 91% True False 282,486
20 1.4532 1.4000 0.0532 3.7% 0.0136 0.9% 93% True False 280,774
40 1.4532 1.3683 0.0849 5.9% 0.0130 0.9% 96% True False 218,082
60 1.4532 1.3411 0.1121 7.7% 0.0129 0.9% 97% True False 145,713
80 1.4532 1.2864 0.1668 11.5% 0.0132 0.9% 98% True False 109,426
100 1.4532 1.2864 0.1668 11.5% 0.0128 0.9% 98% True False 87,562
120 1.4532 1.2864 0.1668 11.5% 0.0110 0.8% 98% True False 72,970
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5471
2.618 1.5111
1.618 1.4890
1.000 1.4753
0.618 1.4669
HIGH 1.4532
0.618 1.4448
0.500 1.4422
0.382 1.4395
LOW 1.4311
0.618 1.4174
1.000 1.4090
1.618 1.3953
2.618 1.3732
4.250 1.3372
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 1.4472 1.4443
PP 1.4447 1.4389
S1 1.4422 1.4335

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

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