CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 1.4462 1.4512 0.0050 0.3% 1.4155
High 1.4520 1.4547 0.0027 0.2% 1.4520
Low 1.4405 1.4365 -0.0040 -0.3% 1.4070
Close 1.4478 1.4381 -0.0097 -0.7% 1.4478
Range 0.0115 0.0182 0.0067 58.3% 0.0450
ATR 0.0156 0.0158 0.0002 1.2% 0.0000
Volume 250,206 0 -250,206 -100.0% 1,534,935
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4977 1.4861 1.4481
R3 1.4795 1.4679 1.4431
R2 1.4613 1.4613 1.4414
R1 1.4497 1.4497 1.4398 1.4464
PP 1.4431 1.4431 1.4431 1.4415
S1 1.4315 1.4315 1.4364 1.4282
S2 1.4249 1.4249 1.4348
S3 1.4067 1.4133 1.4331
S4 1.3885 1.3951 1.4281
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5706 1.5542 1.4726
R3 1.5256 1.5092 1.4602
R2 1.4806 1.4806 1.4561
R1 1.4642 1.4642 1.4519 1.4724
PP 1.4356 1.4356 1.4356 1.4397
S1 1.4192 1.4192 1.4437 1.4274
S2 1.3906 1.3906 1.4396
S3 1.3456 1.3742 1.4354
S4 1.3006 1.3292 1.4231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4547 1.4204 0.0343 2.4% 0.0139 1.0% 52% True False 248,830
10 1.4547 1.4070 0.0477 3.3% 0.0149 1.0% 65% True False 274,642
20 1.4652 1.4039 0.0613 4.3% 0.0159 1.1% 56% False False 259,208
40 1.4652 1.3925 0.0727 5.1% 0.0159 1.1% 63% False False 131,700
60 1.4875 1.3925 0.0950 6.6% 0.0156 1.1% 48% False False 88,023
80 1.4875 1.3775 0.1100 7.6% 0.0143 1.0% 55% False False 66,095
100 1.4875 1.3395 0.1480 10.3% 0.0124 0.9% 67% False False 52,882
120 1.4875 1.3020 0.1855 12.9% 0.0109 0.8% 73% False False 44,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5321
2.618 1.5023
1.618 1.4841
1.000 1.4729
0.618 1.4659
HIGH 1.4547
0.618 1.4477
0.500 1.4456
0.382 1.4435
LOW 1.4365
0.618 1.4253
1.000 1.4183
1.618 1.4071
2.618 1.3889
4.250 1.3592
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 1.4456 1.4456
PP 1.4431 1.4431
S1 1.4406 1.4406

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

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