CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 1.4765 1.4481 -0.0284 -1.9% 1.4766
High 1.4831 1.4527 -0.0304 -2.0% 1.4875
Low 1.4459 1.4256 -0.0203 -1.4% 1.4256
Close 1.4463 1.4278 -0.0185 -1.3% 1.4278
Range 0.0372 0.0271 -0.0101 -27.2% 0.0619
ATR 0.0145 0.0154 0.0009 6.2% 0.0000
Volume 895 2,025 1,130 126.3% 5,321
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.5167 1.4993 1.4427
R3 1.4896 1.4722 1.4353
R2 1.4625 1.4625 1.4328
R1 1.4451 1.4451 1.4303 1.4403
PP 1.4354 1.4354 1.4354 1.4329
S1 1.4180 1.4180 1.4253 1.4132
S2 1.4083 1.4083 1.4228
S3 1.3812 1.3909 1.4203
S4 1.3541 1.3638 1.4129
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.6327 1.5921 1.4618
R3 1.5708 1.5302 1.4448
R2 1.5089 1.5089 1.4391
R1 1.4683 1.4683 1.4335 1.4577
PP 1.4470 1.4470 1.4470 1.4416
S1 1.4064 1.4064 1.4221 1.3958
S2 1.3851 1.3851 1.4165
S3 1.3232 1.3445 1.4108
S4 1.2613 1.2826 1.3938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4875 1.4256 0.0619 4.3% 0.0214 1.5% 4% False True 1,064
10 1.4875 1.4256 0.0619 4.3% 0.0165 1.2% 4% False True 849
20 1.4875 1.4100 0.0775 5.4% 0.0151 1.1% 23% False False 667
40 1.4875 1.3775 0.1100 7.7% 0.0128 0.9% 46% False False 489
60 1.4875 1.3395 0.1480 10.4% 0.0100 0.7% 60% False False 336
80 1.4875 1.3020 0.1855 13.0% 0.0083 0.6% 68% False False 253
100 1.4875 1.2838 0.2037 14.3% 0.0072 0.5% 71% False False 203
120 1.4875 1.2838 0.2037 14.3% 0.0060 0.4% 71% False False 169
Crabel Price Patterns
NR True
NR4 False
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 False
Bull Hook False
Stretch 0.0045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5679
2.618 1.5236
1.618 1.4965
1.000 1.4798
0.618 1.4694
HIGH 1.4527
0.618 1.4423
0.500 1.4392
0.382 1.4360
LOW 1.4256
0.618 1.4089
1.000 1.3985
1.618 1.3818
2.618 1.3547
4.250 1.3104
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 1.4392 1.4566
PP 1.4354 1.4470
S1 1.4316 1.4374

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

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