CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 1.4270 1.4368 0.0098 0.7% 1.4292
High 1.4385 1.4407 0.0022 0.2% 1.4456
Low 1.4260 1.4306 0.0046 0.3% 1.4039
Close 1.4380 1.4338 -0.0042 -0.3% 1.4276
Range 0.0125 0.0101 -0.0024 -19.2% 0.0417
ATR 0.0162 0.0158 -0.0004 -2.7% 0.0000
Volume 255,350 284,820 29,470 11.5% 1,565,278
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4653 1.4597 1.4394
R3 1.4552 1.4496 1.4366
R2 1.4451 1.4451 1.4357
R1 1.4395 1.4395 1.4347 1.4373
PP 1.4350 1.4350 1.4350 1.4339
S1 1.4294 1.4294 1.4329 1.4272
S2 1.4249 1.4249 1.4319
S3 1.4148 1.4193 1.4310
S4 1.4047 1.4092 1.4282
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5508 1.5309 1.4505
R3 1.5091 1.4892 1.4391
R2 1.4674 1.4674 1.4352
R1 1.4475 1.4475 1.4314 1.4366
PP 1.4257 1.4257 1.4257 1.4203
S1 1.4058 1.4058 1.4238 1.3949
S2 1.3840 1.3840 1.4200
S3 1.3423 1.3641 1.4161
S4 1.3006 1.3224 1.4047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4407 1.4039 0.0368 2.6% 0.0144 1.0% 81% True False 301,424
10 1.4619 1.4039 0.0580 4.0% 0.0165 1.2% 52% False False 283,011
20 1.4652 1.3968 0.0684 4.8% 0.0155 1.1% 54% False False 152,377
40 1.4875 1.3925 0.0950 6.6% 0.0162 1.1% 43% False False 76,738
60 1.4875 1.3925 0.0950 6.6% 0.0148 1.0% 43% False False 51,289
80 1.4875 1.3720 0.1155 8.1% 0.0133 0.9% 54% False False 38,521
100 1.4875 1.3395 0.1480 10.3% 0.0114 0.8% 64% False False 30,819
120 1.4875 1.2838 0.2037 14.2% 0.0100 0.7% 74% False False 25,683
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0041
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.4836
2.618 1.4671
1.618 1.4570
1.000 1.4508
0.618 1.4469
HIGH 1.4407
0.618 1.4368
0.500 1.4357
0.382 1.4345
LOW 1.4306
0.618 1.4244
1.000 1.4205
1.618 1.4143
2.618 1.4042
4.250 1.3877
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 1.4357 1.4319
PP 1.4350 1.4300
S1 1.4344 1.4281

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

View Archives - Comment on this page... - Back to Index of Symbols