CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 1.4262 1.4275 0.0013 0.1% 1.4170
High 1.4262 1.4408 0.0146 1.0% 1.4408
Low 1.4193 1.4275 0.0082 0.6% 1.4097
Close 1.4239 1.4371 0.0132 0.9% 1.4371
Range 0.0069 0.0133 0.0064 92.8% 0.0311
ATR 0.0100 0.0105 0.0005 5.0% 0.0000
Volume 424 398 -26 -6.1% 1,382
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4750 1.4694 1.4444
R3 1.4617 1.4561 1.4408
R2 1.4484 1.4484 1.4395
R1 1.4428 1.4428 1.4383 1.4456
PP 1.4351 1.4351 1.4351 1.4366
S1 1.4295 1.4295 1.4359 1.4323
S2 1.4218 1.4218 1.4347
S3 1.4085 1.4162 1.4334
S4 1.3952 1.4029 1.4298
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5225 1.5109 1.4542
R3 1.4914 1.4798 1.4457
R2 1.4603 1.4603 1.4428
R1 1.4487 1.4487 1.4400 1.4545
PP 1.4292 1.4292 1.4292 1.4321
S1 1.4176 1.4176 1.4342 1.4234
S2 1.3981 1.3981 1.4314
S3 1.3670 1.3865 1.4285
S4 1.3359 1.3554 1.4200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4408 1.4097 0.0311 2.2% 0.0090 0.6% 88% True False 276
10 1.4408 1.3970 0.0438 3.0% 0.0098 0.7% 92% True False 286
20 1.4408 1.3814 0.0594 4.1% 0.0108 0.7% 94% True False 324
40 1.4408 1.3395 0.1013 7.0% 0.0076 0.5% 96% True False 180
60 1.4408 1.3153 0.1255 8.7% 0.0062 0.4% 97% True False 121
80 1.4408 1.2838 0.1570 10.9% 0.0052 0.4% 98% True False 92
100 1.4408 1.2838 0.1570 10.9% 0.0043 0.3% 98% True False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4973
2.618 1.4756
1.618 1.4623
1.000 1.4541
0.618 1.4490
HIGH 1.4408
0.618 1.4357
0.500 1.4342
0.382 1.4326
LOW 1.4275
0.618 1.4193
1.000 1.4142
1.618 1.4060
2.618 1.3927
4.250 1.3710
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 1.4361 1.4345
PP 1.4351 1.4318
S1 1.4342 1.4292

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

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