CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 1.4397 1.4291 -0.0106 -0.7% 1.4155
High 1.4437 1.4345 -0.0092 -0.6% 1.4520
Low 1.4256 1.4191 -0.0065 -0.5% 1.4070
Close 1.4266 1.4320 0.0054 0.4% 1.4478
Range 0.0181 0.0154 -0.0027 -14.9% 0.0450
ATR 0.0160 0.0159 0.0000 -0.3% 0.0000
Volume 296,411 337,074 40,663 13.7% 1,534,935
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4747 1.4688 1.4405
R3 1.4593 1.4534 1.4362
R2 1.4439 1.4439 1.4348
R1 1.4380 1.4380 1.4334 1.4410
PP 1.4285 1.4285 1.4285 1.4300
S1 1.4226 1.4226 1.4306 1.4256
S2 1.4131 1.4131 1.4292
S3 1.3977 1.4072 1.4278
S4 1.3823 1.3918 1.4235
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 1.4191 0.0356 2.5% 0.0149 1.0% 36% False True 234,161
10 1.4547 1.4070 0.0477 3.3% 0.0160 1.1% 52% False False 283,973
20 1.4619 1.4039 0.0580 4.1% 0.0163 1.1% 48% False False 283,492
40 1.4652 1.3925 0.0727 5.1% 0.0159 1.1% 54% False False 147,487
60 1.4875 1.3925 0.0950 6.6% 0.0159 1.1% 42% False False 98,558
80 1.4875 1.3814 0.1061 7.4% 0.0146 1.0% 48% False False 74,010
100 1.4875 1.3395 0.1480 10.3% 0.0126 0.9% 63% False False 59,216
120 1.4875 1.3236 0.1639 11.4% 0.0110 0.8% 66% False False 49,348
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 0.0042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5000
2.618 1.4748
1.618 1.4594
1.000 1.4499
0.618 1.4440
HIGH 1.4345
0.618 1.4286
0.500 1.4268
0.382 1.4250
LOW 1.4191
0.618 1.4096
1.000 1.4037
1.618 1.3942
2.618 1.3788
4.250 1.3537
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 1.4303 1.4369
PP 1.4285 1.4353
S1 1.4268 1.4336

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

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