CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 1.4170 1.4282 0.0112 0.8% 1.4395
High 1.4285 1.4482 0.0197 1.4% 1.4459
Low 1.4148 1.4282 0.0134 0.9% 1.4307
Close 1.4279 1.4454 0.0175 1.2% 1.4373
Range 0.0137 0.0200 0.0063 46.0% 0.0152
ATR 0.0118 0.0124 0.0006 5.1% 0.0000
Volume 1,130 441 -689 -61.0% 2,214
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5006 1.4930 1.4564
R3 1.4806 1.4730 1.4509
R2 1.4606 1.4606 1.4491
R1 1.4530 1.4530 1.4472 1.4568
PP 1.4406 1.4406 1.4406 1.4425
S1 1.4330 1.4330 1.4436 1.4368
S2 1.4206 1.4206 1.4417
S3 1.4006 1.4130 1.4399
S4 1.3806 1.3930 1.4344
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4836 1.4756 1.4457
R3 1.4684 1.4604 1.4415
R2 1.4532 1.4532 1.4401
R1 1.4452 1.4452 1.4387 1.4416
PP 1.4380 1.4380 1.4380 1.4362
S1 1.4300 1.4300 1.4359 1.4264
S2 1.4228 1.4228 1.4345
S3 1.4076 1.4148 1.4331
S4 1.3924 1.3996 1.4289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4482 1.4100 0.0382 2.6% 0.0166 1.1% 93% True False 499
10 1.4482 1.4100 0.0382 2.6% 0.0131 0.9% 93% True False 482
20 1.4482 1.3970 0.0512 3.5% 0.0117 0.8% 95% True False 378
40 1.4482 1.3718 0.0764 5.3% 0.0094 0.7% 96% True False 274
60 1.4482 1.3395 0.1087 7.5% 0.0077 0.5% 97% True False 187
80 1.4482 1.2838 0.1644 11.4% 0.0065 0.5% 98% True False 141
100 1.4482 1.2838 0.1644 11.4% 0.0054 0.4% 98% True False 113
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5332
2.618 1.5006
1.618 1.4806
1.000 1.4682
0.618 1.4606
HIGH 1.4482
0.618 1.4406
0.500 1.4382
0.382 1.4358
LOW 1.4282
0.618 1.4158
1.000 1.4082
1.618 1.3958
2.618 1.3758
4.250 1.3432
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 1.4430 1.4400
PP 1.4406 1.4345
S1 1.4382 1.4291

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

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