CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 1.4115 1.3995 -0.0120 -0.9% 1.4123
High 1.4122 1.4056 -0.0066 -0.5% 1.4188
Low 1.4009 1.3970 -0.0039 -0.3% 1.4009
Close 1.4018 1.4045 0.0027 0.2% 1.4018
Range 0.0113 0.0086 -0.0027 -23.9% 0.0179
ATR 0.0102 0.0101 -0.0001 -1.1% 0.0000
Volume 489 256 -233 -47.6% 2,237
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4282 1.4249 1.4092
R3 1.4196 1.4163 1.4069
R2 1.4110 1.4110 1.4061
R1 1.4077 1.4077 1.4053 1.4094
PP 1.4024 1.4024 1.4024 1.4032
S1 1.3991 1.3991 1.4037 1.4008
S2 1.3938 1.3938 1.4029
S3 1.3852 1.3905 1.4021
S4 1.3766 1.3819 1.3998
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4609 1.4492 1.4116
R3 1.4430 1.4313 1.4067
R2 1.4251 1.4251 1.4051
R1 1.4134 1.4134 1.4034 1.4103
PP 1.4072 1.4072 1.4072 1.4056
S1 1.3955 1.3955 1.4002 1.3924
S2 1.3893 1.3893 1.3985
S3 1.3714 1.3776 1.3969
S4 1.3535 1.3597 1.3920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4188 1.3970 0.0218 1.6% 0.0104 0.7% 34% False True 412
10 1.4188 1.3814 0.0374 2.7% 0.0118 0.8% 62% False False 373
20 1.4188 1.3720 0.0468 3.3% 0.0087 0.6% 69% False False 217
40 1.4188 1.3395 0.0793 5.6% 0.0064 0.5% 82% False False 116
60 1.4188 1.2838 0.1350 9.6% 0.0052 0.4% 89% False False 78
80 1.4188 1.2838 0.1350 9.6% 0.0042 0.3% 89% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4422
2.618 1.4281
1.618 1.4195
1.000 1.4142
0.618 1.4109
HIGH 1.4056
0.618 1.4023
0.500 1.4013
0.382 1.4003
LOW 1.3970
0.618 1.3917
1.000 1.3884
1.618 1.3831
2.618 1.3745
4.250 1.3605
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 1.4034 1.4061
PP 1.4024 1.4056
S1 1.4013 1.4050

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

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