CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 1.4688 1.4577 -0.0111 -0.8% 1.4308
High 1.4692 1.4659 -0.0033 -0.2% 1.4641
Low 1.4562 1.4476 -0.0086 -0.6% 1.4254
Close 1.4577 1.4509 -0.0068 -0.5% 1.4622
Range 0.0130 0.0183 0.0053 40.8% 0.0387
ATR 0.0159 0.0161 0.0002 1.1% 0.0000
Volume 302,764 348,504 45,740 15.1% 1,044,565
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5097 1.4986 1.4610
R3 1.4914 1.4803 1.4559
R2 1.4731 1.4731 1.4543
R1 1.4620 1.4620 1.4526 1.4584
PP 1.4548 1.4548 1.4548 1.4530
S1 1.4437 1.4437 1.4492 1.4401
S2 1.4365 1.4365 1.4475
S3 1.4182 1.4254 1.4459
S4 1.3999 1.4071 1.4408
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 1.4448 0.0247 1.7% 0.0148 1.0% 25% False False 303,793
10 1.4695 1.4063 0.0632 4.4% 0.0156 1.1% 71% False False 289,753
20 1.4695 1.3963 0.0732 5.0% 0.0157 1.1% 75% False False 321,659
40 1.4925 1.3963 0.0962 6.6% 0.0165 1.1% 57% False False 310,121
60 1.4925 1.3848 0.1077 7.4% 0.0152 1.1% 61% False False 299,333
80 1.4925 1.3441 0.1484 10.2% 0.0145 1.0% 72% False False 242,074
100 1.4925 1.3217 0.1708 11.8% 0.0143 1.0% 76% False False 193,822
120 1.4925 1.2864 0.2061 14.2% 0.0140 1.0% 80% False False 161,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5437
2.618 1.5138
1.618 1.4955
1.000 1.4842
0.618 1.4772
HIGH 1.4659
0.618 1.4589
0.500 1.4568
0.382 1.4546
LOW 1.4476
0.618 1.4363
1.000 1.4293
1.618 1.4180
2.618 1.3997
4.250 1.3698
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 1.4568 1.4586
PP 1.4548 1.4560
S1 1.4529 1.4535

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

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