CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 1.4244 1.4303 0.0059 0.4% 1.4071
High 1.4319 1.4339 0.0020 0.1% 1.4339
Low 1.4198 1.4126 -0.0072 -0.5% 1.4038
Close 1.4303 1.4198 -0.0105 -0.7% 1.4198
Range 0.0121 0.0213 0.0092 76.0% 0.0301
ATR 0.0166 0.0170 0.0003 2.0% 0.0000
Volume 345,179 416,968 71,789 20.8% 1,704,528
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.4860 1.4742 1.4315
R3 1.4647 1.4529 1.4257
R2 1.4434 1.4434 1.4237
R1 1.4316 1.4316 1.4218 1.4269
PP 1.4221 1.4221 1.4221 1.4197
S1 1.4103 1.4103 1.4178 1.4056
S2 1.4008 1.4008 1.4159
S3 1.3795 1.3890 1.4139
S4 1.3582 1.3677 1.4081
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.5095 1.4947 1.4364
R3 1.4794 1.4646 1.4281
R2 1.4493 1.4493 1.4253
R1 1.4345 1.4345 1.4226 1.4419
PP 1.4192 1.4192 1.4192 1.4229
S1 1.4044 1.4044 1.4170 1.4118
S2 1.3891 1.3891 1.4143
S3 1.3590 1.3743 1.4115
S4 1.3289 1.3442 1.4032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4339 1.4038 0.0301 2.1% 0.0149 1.0% 53% True False 340,905
10 1.4430 1.4038 0.0392 2.8% 0.0176 1.2% 41% False False 349,278
20 1.4925 1.4038 0.0887 6.2% 0.0174 1.2% 18% False False 318,619
40 1.4925 1.4000 0.0925 6.5% 0.0155 1.1% 21% False False 299,356
60 1.4925 1.3696 0.1229 8.7% 0.0145 1.0% 41% False False 256,099
80 1.4925 1.3411 0.1514 10.7% 0.0141 1.0% 52% False False 192,340
100 1.4925 1.2864 0.2061 14.5% 0.0141 1.0% 65% False False 153,988
120 1.4925 1.2864 0.2061 14.5% 0.0135 1.0% 65% False False 128,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0052
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5244
2.618 1.4897
1.618 1.4684
1.000 1.4552
0.618 1.4471
HIGH 1.4339
0.618 1.4258
0.500 1.4233
0.382 1.4207
LOW 1.4126
0.618 1.3994
1.000 1.3913
1.618 1.3781
2.618 1.3568
4.250 1.3221
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 1.4233 1.4233
PP 1.4221 1.4221
S1 1.4210 1.4210

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

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