CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 1.4121 1.4100 -0.0021 -0.1% 1.4192
High 1.4173 1.4108 -0.0065 -0.5% 1.4256
Low 1.4065 1.3988 -0.0077 -0.5% 1.3811
Close 1.4108 1.4057 -0.0051 -0.4% 1.4108
Range 0.0108 0.0120 0.0012 11.1% 0.0445
ATR 0.0170 0.0167 -0.0004 -2.1% 0.0000
Volume 283,703 263,577 -20,126 -7.1% 2,068,132
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4411 1.4354 1.4123
R3 1.4291 1.4234 1.4090
R2 1.4171 1.4171 1.4079
R1 1.4114 1.4114 1.4068 1.4083
PP 1.4051 1.4051 1.4051 1.4035
S1 1.3994 1.3994 1.4046 1.3963
S2 1.3931 1.3931 1.4035
S3 1.3811 1.3874 1.4024
S4 1.3691 1.3754 1.3991
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5393 1.5196 1.4353
R3 1.4948 1.4751 1.4230
R2 1.4503 1.4503 1.4190
R1 1.4306 1.4306 1.4149 1.4182
PP 1.4058 1.4058 1.4058 1.3997
S1 1.3861 1.3861 1.4067 1.3737
S2 1.3613 1.3613 1.4026
S3 1.3168 1.3416 1.3986
S4 1.2723 1.2971 1.3863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4256 1.3811 0.0445 3.2% 0.0173 1.2% 55% False False 383,787
10 1.4547 1.3811 0.0736 5.2% 0.0179 1.3% 33% False False 333,335
20 1.4547 1.3811 0.0736 5.2% 0.0162 1.1% 33% False False 316,026
40 1.4652 1.3811 0.0841 6.0% 0.0162 1.2% 29% False False 214,805
60 1.4875 1.3811 0.1064 7.6% 0.0162 1.2% 23% False False 143,505
80 1.4875 1.3811 0.1064 7.6% 0.0151 1.1% 23% False False 107,723
100 1.4875 1.3718 0.1157 8.2% 0.0135 1.0% 29% False False 86,213
120 1.4875 1.3395 0.1480 10.5% 0.0120 0.9% 45% False False 71,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4618
2.618 1.4422
1.618 1.4302
1.000 1.4228
0.618 1.4182
HIGH 1.4108
0.618 1.4062
0.500 1.4048
0.382 1.4034
LOW 1.3988
0.618 1.3914
1.000 1.3868
1.618 1.3794
2.618 1.3674
4.250 1.3478
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 1.4054 1.4122
PP 1.4051 1.4100
S1 1.4048 1.4079

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

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