CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 1.4043 1.4089 0.0046 0.3% 1.4089
High 1.4162 1.4262 0.0100 0.7% 1.4262
Low 1.4033 1.4086 0.0053 0.4% 1.3925
Close 1.4099 1.4231 0.0132 0.9% 1.4231
Range 0.0129 0.0176 0.0047 36.4% 0.0337
ATR 0.0156 0.0157 0.0001 0.9% 0.0000
Volume 4,547 4,627 80 1.8% 14,939
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.4721 1.4652 1.4328
R3 1.4545 1.4476 1.4279
R2 1.4369 1.4369 1.4263
R1 1.4300 1.4300 1.4247 1.4335
PP 1.4193 1.4193 1.4193 1.4210
S1 1.4124 1.4124 1.4215 1.4159
S2 1.4017 1.4017 1.4199
S3 1.3841 1.3948 1.4183
S4 1.3665 1.3772 1.4134
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.5150 1.5028 1.4416
R3 1.4813 1.4691 1.4324
R2 1.4476 1.4476 1.4293
R1 1.4354 1.4354 1.4262 1.4415
PP 1.4139 1.4139 1.4139 1.4170
S1 1.4017 1.4017 1.4200 1.4078
S2 1.3802 1.3802 1.4169
S3 1.3465 1.3680 1.4138
S4 1.3128 1.3343 1.4046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4262 1.3925 0.0337 2.4% 0.0140 1.0% 91% True False 2,987
10 1.4295 1.3925 0.0370 2.6% 0.0142 1.0% 83% False False 2,015
20 1.4875 1.3925 0.0950 6.7% 0.0173 1.2% 32% False False 1,517
40 1.4875 1.3925 0.0950 6.7% 0.0148 1.0% 32% False False 989
60 1.4875 1.3720 0.1155 8.1% 0.0130 0.9% 44% False False 748
80 1.4875 1.3395 0.1480 10.4% 0.0107 0.8% 56% False False 565
100 1.4875 1.2838 0.2037 14.3% 0.0092 0.6% 68% False False 452
120 1.4875 1.2838 0.2037 14.3% 0.0080 0.6% 68% False False 377
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 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5010
2.618 1.4723
1.618 1.4547
1.000 1.4438
0.618 1.4371
HIGH 1.4262
0.618 1.4195
0.500 1.4174
0.382 1.4153
LOW 1.4086
0.618 1.3977
1.000 1.3910
1.618 1.3801
2.618 1.3625
4.250 1.3338
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 1.4212 1.4192
PP 1.4193 1.4154
S1 1.4174 1.4115

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

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