CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 1.4287 1.4448 0.0161 1.1% 1.4270
High 1.4472 1.4601 0.0129 0.9% 1.4601
Low 1.4287 1.4410 0.0123 0.9% 1.4221
Close 1.4441 1.4582 0.0141 1.0% 1.4582
Range 0.0185 0.0191 0.0006 3.2% 0.0380
ATR 0.0159 0.0161 0.0002 1.5% 0.0000
Volume 6,677 14,635 7,958 119.2% 29,726
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5104 1.5034 1.4687
R3 1.4913 1.4843 1.4635
R2 1.4722 1.4722 1.4617
R1 1.4652 1.4652 1.4600 1.4687
PP 1.4531 1.4531 1.4531 1.4549
S1 1.4461 1.4461 1.4564 1.4496
S2 1.4340 1.4340 1.4547
S3 1.4149 1.4270 1.4529
S4 1.3958 1.4079 1.4477
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5608 1.5475 1.4791
R3 1.5228 1.5095 1.4687
R2 1.4848 1.4848 1.4652
R1 1.4715 1.4715 1.4617 1.4782
PP 1.4468 1.4468 1.4468 1.4501
S1 1.4335 1.4335 1.4547 1.4402
S2 1.4088 1.4088 1.4512
S3 1.3708 1.3955 1.4478
S4 1.3328 1.3575 1.4373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4601 1.4086 0.0515 3.5% 0.0171 1.2% 96% True False 6,870
10 1.4601 1.3925 0.0676 4.6% 0.0159 1.1% 97% True False 4,557
20 1.4601 1.3925 0.0676 4.6% 0.0167 1.1% 97% True False 2,838
40 1.4875 1.3925 0.0950 6.5% 0.0154 1.1% 69% False False 1,713
60 1.4875 1.3720 0.1155 7.9% 0.0138 0.9% 75% False False 1,239
80 1.4875 1.3395 0.1480 10.1% 0.0114 0.8% 80% False False 936
100 1.4875 1.2929 0.1946 13.3% 0.0098 0.7% 85% False False 750
120 1.4875 1.2838 0.2037 14.0% 0.0085 0.6% 86% False False 625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5413
2.618 1.5101
1.618 1.4910
1.000 1.4792
0.618 1.4719
HIGH 1.4601
0.618 1.4528
0.500 1.4506
0.382 1.4483
LOW 1.4410
0.618 1.4292
1.000 1.4219
1.618 1.4101
2.618 1.3910
4.250 1.3598
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 1.4557 1.4534
PP 1.4531 1.4487
S1 1.4506 1.4439

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

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