CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 1.4481 1.4312 -0.0169 -1.2% 1.4766
High 1.4527 1.4377 -0.0150 -1.0% 1.4875
Low 1.4256 1.4200 -0.0056 -0.4% 1.4256
Close 1.4278 1.4281 0.0003 0.0% 1.4278
Range 0.0271 0.0177 -0.0094 -34.7% 0.0619
ATR 0.0154 0.0156 0.0002 1.1% 0.0000
Volume 2,025 1,023 -1,002 -49.5% 5,321
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 1.4817 1.4726 1.4378
R3 1.4640 1.4549 1.4330
R2 1.4463 1.4463 1.4313
R1 1.4372 1.4372 1.4297 1.4329
PP 1.4286 1.4286 1.4286 1.4265
S1 1.4195 1.4195 1.4265 1.4152
S2 1.4109 1.4109 1.4249
S3 1.3932 1.4018 1.4232
S4 1.3755 1.3841 1.4184
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 1.4200 0.0675 4.7% 0.0222 1.6% 12% False True 1,110
10 1.4875 1.4200 0.0675 4.7% 0.0174 1.2% 12% False True 903
20 1.4875 1.4100 0.0775 5.4% 0.0153 1.1% 23% False False 698
40 1.4875 1.3814 0.1061 7.4% 0.0130 0.9% 44% False False 511
60 1.4875 1.3395 0.1480 10.4% 0.0102 0.7% 60% False False 353
80 1.4875 1.3153 0.1722 12.1% 0.0084 0.6% 66% False False 266
100 1.4875 1.2838 0.2037 14.3% 0.0072 0.5% 71% False False 213
120 1.4875 1.2838 0.2037 14.3% 0.0061 0.4% 71% False False 177
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 0.0048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5129
2.618 1.4840
1.618 1.4663
1.000 1.4554
0.618 1.4486
HIGH 1.4377
0.618 1.4309
0.500 1.4289
0.382 1.4268
LOW 1.4200
0.618 1.4091
1.000 1.4023
1.618 1.3914
2.618 1.3737
4.250 1.3448
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 1.4289 1.4516
PP 1.4286 1.4437
S1 1.4284 1.4359

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

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