CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 1.3932 1.3893 -0.0039 -0.3% 1.3904
High 1.3935 1.4000 0.0065 0.5% 1.3955
Low 1.3827 1.3874 0.0047 0.3% 1.3720
Close 1.3854 1.3959 0.0105 0.8% 1.3836
Range 0.0108 0.0126 0.0018 16.7% 0.0235
ATR 0.0088 0.0092 0.0004 4.7% 0.0000
Volume 644 209 -435 -67.5% 262
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4322 1.4267 1.4028
R3 1.4196 1.4141 1.3994
R2 1.4070 1.4070 1.3982
R1 1.4015 1.4015 1.3971 1.4043
PP 1.3944 1.3944 1.3944 1.3958
S1 1.3889 1.3889 1.3947 1.3917
S2 1.3818 1.3818 1.3936
S3 1.3692 1.3763 1.3924
S4 1.3566 1.3637 1.3890
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4542 1.4424 1.3965
R3 1.4307 1.4189 1.3901
R2 1.4072 1.4072 1.3879
R1 1.3954 1.3954 1.3858 1.3896
PP 1.3837 1.3837 1.3837 1.3808
S1 1.3719 1.3719 1.3814 1.3661
S2 1.3602 1.3602 1.3793
S3 1.3367 1.3484 1.3771
S4 1.3132 1.3249 1.3707
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4000 1.3775 0.0225 1.6% 0.0106 0.8% 82% True False 268
10 1.4000 1.3720 0.0280 2.0% 0.0081 0.6% 85% True False 164
20 1.4000 1.3499 0.0501 3.6% 0.0062 0.4% 92% True False 94
40 1.4000 1.3395 0.0605 4.3% 0.0048 0.3% 93% True False 49
60 1.4000 1.2838 0.1162 8.3% 0.0040 0.3% 96% True False 34
80 1.4000 1.2838 0.1162 8.3% 0.0032 0.2% 96% True False 26
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4536
2.618 1.4330
1.618 1.4204
1.000 1.4126
0.618 1.4078
HIGH 1.4000
0.618 1.3952
0.500 1.3937
0.382 1.3922
LOW 1.3874
0.618 1.3796
1.000 1.3748
1.618 1.3670
2.618 1.3544
4.250 1.3339
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 1.3952 1.3942
PP 1.3944 1.3924
S1 1.3937 1.3907

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

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