CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 1.4399 1.4190 -0.0209 -1.5% 1.4810
High 1.4413 1.4267 -0.0146 -1.0% 1.4925
Low 1.4161 1.4115 -0.0046 -0.3% 1.4294
Close 1.4184 1.4219 0.0035 0.2% 1.4323
Range 0.0252 0.0152 -0.0100 -39.7% 0.0631
ATR 0.0173 0.0171 -0.0001 -0.9% 0.0000
Volume 352,822 363,974 11,152 3.2% 1,888,452
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 1.4656 1.4590 1.4303
R3 1.4504 1.4438 1.4261
R2 1.4352 1.4352 1.4247
R1 1.4286 1.4286 1.4233 1.4319
PP 1.4200 1.4200 1.4200 1.4217
S1 1.4134 1.4134 1.4205 1.4167
S2 1.4048 1.4048 1.4191
S3 1.3896 1.3982 1.4177
S4 1.3744 1.3830 1.4135
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.6407 1.5996 1.4670
R3 1.5776 1.5365 1.4497
R2 1.5145 1.5145 1.4439
R1 1.4734 1.4734 1.4381 1.4624
PP 1.4514 1.4514 1.4514 1.4459
S1 1.4103 1.4103 1.4265 1.3993
S2 1.3883 1.3883 1.4207
S3 1.3252 1.3472 1.4149
S4 1.2621 1.2841 1.3976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4575 1.4115 0.0460 3.2% 0.0203 1.4% 23% False True 386,920
10 1.4925 1.4115 0.0810 5.7% 0.0193 1.4% 13% False True 347,548
20 1.4925 1.4115 0.0810 5.7% 0.0175 1.2% 13% False True 303,674
40 1.4925 1.3850 0.1075 7.6% 0.0151 1.1% 34% False False 288,098
60 1.4925 1.3446 0.1479 10.4% 0.0141 1.0% 52% False False 221,603
80 1.4925 1.3370 0.1555 10.9% 0.0138 1.0% 55% False False 166,407
100 1.4925 1.2864 0.2061 14.5% 0.0136 1.0% 66% False False 133,199
120 1.4925 1.2864 0.2061 14.5% 0.0129 0.9% 66% False False 111,007
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 0.0056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4913
2.618 1.4665
1.618 1.4513
1.000 1.4419
0.618 1.4361
HIGH 1.4267
0.618 1.4209
0.500 1.4191
0.382 1.4173
LOW 1.4115
0.618 1.4021
1.000 1.3963
1.618 1.3869
2.618 1.3717
4.250 1.3469
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 1.4210 1.4264
PP 1.4200 1.4249
S1 1.4191 1.4234

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

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