CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 1.4330 1.4486 0.0156 1.1% 1.4308
High 1.4512 1.4641 0.0129 0.9% 1.4641
Low 1.4322 1.4448 0.0126 0.9% 1.4254
Close 1.4480 1.4622 0.0142 1.0% 1.4622
Range 0.0190 0.0193 0.0003 1.6% 0.0387
ATR 0.0166 0.0168 0.0002 1.2% 0.0000
Volume 329,365 361,619 32,254 9.8% 1,044,565
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5149 1.5079 1.4728
R3 1.4956 1.4886 1.4675
R2 1.4763 1.4763 1.4657
R1 1.4693 1.4693 1.4640 1.4728
PP 1.4570 1.4570 1.4570 1.4588
S1 1.4500 1.4500 1.4604 1.4535
S2 1.4377 1.4377 1.4587
S3 1.4184 1.4307 1.4569
S4 1.3991 1.4114 1.4516
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5667 1.5531 1.4835
R3 1.5280 1.5144 1.4728
R2 1.4893 1.4893 1.4693
R1 1.4757 1.4757 1.4657 1.4825
PP 1.4506 1.4506 1.4506 1.4540
S1 1.4370 1.4370 1.4587 1.4438
S2 1.4119 1.4119 1.4551
S3 1.3732 1.3983 1.4516
S4 1.3345 1.3596 1.4409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4641 1.4122 0.0519 3.5% 0.0174 1.2% 96% True False 273,672
10 1.4641 1.3963 0.0678 4.6% 0.0164 1.1% 97% True False 324,862
20 1.4641 1.3963 0.0678 4.6% 0.0173 1.2% 97% True False 342,323
40 1.4925 1.3963 0.0962 6.6% 0.0164 1.1% 69% False False 307,533
60 1.4925 1.3733 0.1192 8.2% 0.0153 1.0% 75% False False 299,200
80 1.4925 1.3411 0.1514 10.4% 0.0144 1.0% 80% False False 227,652
100 1.4925 1.2900 0.2025 13.8% 0.0144 1.0% 85% False False 182,279
120 1.4925 1.2864 0.2061 14.1% 0.0140 1.0% 85% False False 151,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5461
2.618 1.5146
1.618 1.4953
1.000 1.4834
0.618 1.4760
HIGH 1.4641
0.618 1.4567
0.500 1.4545
0.382 1.4522
LOW 1.4448
0.618 1.4329
1.000 1.4255
1.618 1.4136
2.618 1.3943
4.250 1.3628
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 1.4596 1.4575
PP 1.4570 1.4527
S1 1.4545 1.4480

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

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