CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 1.4579 1.4688 0.0109 0.7% 1.4308
High 1.4695 1.4692 -0.0003 0.0% 1.4641
Low 1.4562 1.4562 0.0000 0.0% 1.4254
Close 1.4692 1.4577 -0.0115 -0.8% 1.4622
Range 0.0133 0.0130 -0.0003 -2.3% 0.0387
ATR 0.0161 0.0159 -0.0002 -1.4% 0.0000
Volume 273,872 302,764 28,892 10.5% 1,044,565
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5000 1.4919 1.4649
R3 1.4870 1.4789 1.4613
R2 1.4740 1.4740 1.4601
R1 1.4659 1.4659 1.4589 1.4635
PP 1.4610 1.4610 1.4610 1.4598
S1 1.4529 1.4529 1.4565 1.4505
S2 1.4480 1.4480 1.4553
S3 1.4350 1.4399 1.4541
S4 1.4220 1.4269 1.4506
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 1.4695 1.4322 0.0373 2.6% 0.0150 1.0% 68% False False 299,965
10 1.4695 1.4006 0.0689 4.7% 0.0148 1.0% 83% False False 292,458
20 1.4695 1.3963 0.0732 5.0% 0.0161 1.1% 84% False False 321,875
40 1.4925 1.3963 0.0962 6.6% 0.0164 1.1% 64% False False 308,747
60 1.4925 1.3836 0.1089 7.5% 0.0152 1.0% 68% False False 299,805
80 1.4925 1.3411 0.1514 10.4% 0.0144 1.0% 77% False False 237,731
100 1.4925 1.3217 0.1708 11.7% 0.0142 1.0% 80% False False 190,348
120 1.4925 1.2864 0.2061 14.1% 0.0139 1.0% 83% False False 158,675
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5245
2.618 1.5032
1.618 1.4902
1.000 1.4822
0.618 1.4772
HIGH 1.4692
0.618 1.4642
0.500 1.4627
0.382 1.4612
LOW 1.4562
0.618 1.4482
1.000 1.4432
1.618 1.4352
2.618 1.4222
4.250 1.4010
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 1.4627 1.4625
PP 1.4610 1.4609
S1 1.4594 1.4593

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

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