CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 1.3580 1.3650 0.0070 0.5% 1.3650
High 1.3580 1.3671 0.0091 0.7% 1.3812
Low 1.3580 1.3650 0.0070 0.5% 1.3489
Close 1.3580 1.3676 0.0096 0.7% 1.3539
Range 0.0000 0.0021 0.0021 0.0323
ATR 0.0078 0.0079 0.0001 1.2% 0.0000
Volume 1 1 0 0.0% 25
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3729 1.3723 1.3688
R3 1.3708 1.3702 1.3682
R2 1.3687 1.3687 1.3680
R1 1.3681 1.3681 1.3678 1.3684
PP 1.3666 1.3666 1.3666 1.3667
S1 1.3660 1.3660 1.3674 1.3663
S2 1.3645 1.3645 1.3672
S3 1.3624 1.3639 1.3670
S4 1.3603 1.3618 1.3664
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4582 1.4384 1.3717
R3 1.4259 1.4061 1.3628
R2 1.3936 1.3936 1.3598
R1 1.3738 1.3738 1.3569 1.3676
PP 1.3613 1.3613 1.3613 1.3582
S1 1.3415 1.3415 1.3509 1.3353
S2 1.3290 1.3290 1.3480
S3 1.2967 1.3092 1.3450
S4 1.2644 1.2769 1.3361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3671 1.3475 0.0196 1.4% 0.0038 0.3% 103% True False 2
10 1.3812 1.3475 0.0337 2.5% 0.0039 0.3% 60% False False 3
20 1.3812 1.3020 0.0792 5.8% 0.0033 0.2% 83% False False 4
40 1.3812 1.2838 0.0974 7.1% 0.0029 0.2% 86% False False 3
60 1.3812 1.2838 0.0974 7.1% 0.0019 0.1% 86% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3760
2.618 1.3726
1.618 1.3705
1.000 1.3692
0.618 1.3684
HIGH 1.3671
0.618 1.3663
0.500 1.3661
0.382 1.3658
LOW 1.3650
0.618 1.3637
1.000 1.3629
1.618 1.3616
2.618 1.3595
4.250 1.3561
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 1.3671 1.3642
PP 1.3666 1.3607
S1 1.3661 1.3573

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

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