CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 1.4078 1.4131 0.0053 0.4% 1.4130
High 1.4203 1.4300 0.0097 0.7% 1.4300
Low 1.4063 1.4122 0.0059 0.4% 1.3963
Close 1.4137 1.4268 0.0131 0.9% 1.4268
Range 0.0140 0.0178 0.0038 27.1% 0.0337
ATR 0.0165 0.0166 0.0001 0.6% 0.0000
Volume 371,820 323,799 -48,021 -12.9% 1,787,096
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.4764 1.4694 1.4366
R3 1.4586 1.4516 1.4317
R2 1.4408 1.4408 1.4301
R1 1.4338 1.4338 1.4284 1.4373
PP 1.4230 1.4230 1.4230 1.4248
S1 1.4160 1.4160 1.4252 1.4195
S2 1.4052 1.4052 1.4235
S3 1.3874 1.3982 1.4219
S4 1.3696 1.3804 1.4170
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.5188 1.5065 1.4453
R3 1.4851 1.4728 1.4361
R2 1.4514 1.4514 1.4330
R1 1.4391 1.4391 1.4299 1.4453
PP 1.4177 1.4177 1.4177 1.4208
S1 1.4054 1.4054 1.4237 1.4116
S2 1.3840 1.3840 1.4206
S3 1.3503 1.3717 1.4175
S4 1.3166 1.3380 1.4083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4300 1.3963 0.0337 2.4% 0.0147 1.0% 91% True False 357,419
10 1.4339 1.3963 0.0376 2.6% 0.0148 1.0% 81% False False 349,162
20 1.4925 1.3963 0.0962 6.7% 0.0180 1.3% 32% False False 358,416
40 1.4925 1.3963 0.0962 6.7% 0.0159 1.1% 32% False False 310,527
60 1.4925 1.3733 0.1192 8.4% 0.0147 1.0% 45% False False 285,612
80 1.4925 1.3411 0.1514 10.6% 0.0142 1.0% 57% False False 214,634
100 1.4925 1.2864 0.2061 14.4% 0.0142 1.0% 68% False False 171,850
120 1.4925 1.2864 0.2061 14.4% 0.0138 1.0% 68% False False 143,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5057
2.618 1.4766
1.618 1.4588
1.000 1.4478
0.618 1.4410
HIGH 1.4300
0.618 1.4232
0.500 1.4211
0.382 1.4190
LOW 1.4122
0.618 1.4012
1.000 1.3944
1.618 1.3834
2.618 1.3656
4.250 1.3366
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 1.4249 1.4230
PP 1.4230 1.4191
S1 1.4211 1.4153

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

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