CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 1.4155 1.4259 0.0104 0.7% 1.4237
High 1.4263 1.4366 0.0103 0.7% 1.4407
Low 1.4070 1.4204 0.0134 1.0% 1.4093
Close 1.4233 1.4331 0.0098 0.7% 1.4138
Range 0.0193 0.0162 -0.0031 -16.1% 0.0314
ATR 0.0166 0.0166 0.0000 -0.2% 0.0000
Volume 290,784 363,160 72,376 24.9% 1,452,243
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4786 1.4721 1.4420
R3 1.4624 1.4559 1.4376
R2 1.4462 1.4462 1.4361
R1 1.4397 1.4397 1.4346 1.4430
PP 1.4300 1.4300 1.4300 1.4317
S1 1.4235 1.4235 1.4316 1.4268
S2 1.4138 1.4138 1.4301
S3 1.3976 1.4073 1.4286
S4 1.3814 1.3911 1.4242
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5155 1.4960 1.4311
R3 1.4841 1.4646 1.4224
R2 1.4527 1.4527 1.4196
R1 1.4332 1.4332 1.4167 1.4273
PP 1.4213 1.4213 1.4213 1.4183
S1 1.4018 1.4018 1.4109 1.3959
S2 1.3899 1.3899 1.4080
S3 1.3585 1.3704 1.4052
S4 1.3271 1.3390 1.3965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4407 1.4070 0.0337 2.4% 0.0166 1.2% 77% False False 322,015
10 1.4410 1.4039 0.0371 2.6% 0.0174 1.2% 79% False False 323,247
20 1.4652 1.4039 0.0613 4.3% 0.0163 1.1% 48% False False 217,985
40 1.4875 1.3925 0.0950 6.6% 0.0169 1.2% 43% False False 109,789
60 1.4875 1.3925 0.0950 6.6% 0.0153 1.1% 43% False False 73,356
80 1.4875 1.3720 0.1155 8.1% 0.0140 1.0% 53% False False 55,084
100 1.4875 1.3395 0.1480 10.3% 0.0120 0.8% 63% False False 44,072
120 1.4875 1.2838 0.2037 14.2% 0.0105 0.7% 73% False False 36,727
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5055
2.618 1.4790
1.618 1.4628
1.000 1.4528
0.618 1.4466
HIGH 1.4366
0.618 1.4304
0.500 1.4285
0.382 1.4266
LOW 1.4204
0.618 1.4104
1.000 1.4042
1.618 1.3942
2.618 1.3780
4.250 1.3516
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 1.4316 1.4293
PP 1.4300 1.4256
S1 1.4285 1.4218

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

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