CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 1.4380 1.4355 -0.0025 -0.2% 1.4100
High 1.4384 1.4505 0.0121 0.8% 1.4414
Low 1.4301 1.4336 0.0035 0.2% 1.3988
Close 1.4362 1.4498 0.0136 0.9% 1.4344
Range 0.0083 0.0169 0.0086 103.6% 0.0426
ATR 0.0161 0.0162 0.0001 0.3% 0.0000
Volume 234,398 283,260 48,862 20.8% 1,683,722
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4953 1.4895 1.4591
R3 1.4784 1.4726 1.4544
R2 1.4615 1.4615 1.4529
R1 1.4557 1.4557 1.4513 1.4586
PP 1.4446 1.4446 1.4446 1.4461
S1 1.4388 1.4388 1.4483 1.4417
S2 1.4277 1.4277 1.4467
S3 1.4108 1.4219 1.4452
S4 1.3939 1.4050 1.4405
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5527 1.5361 1.4578
R3 1.5101 1.4935 1.4461
R2 1.4675 1.4675 1.4422
R1 1.4509 1.4509 1.4383 1.4592
PP 1.4249 1.4249 1.4249 1.4290
S1 1.4083 1.4083 1.4305 1.4166
S2 1.3823 1.3823 1.4266
S3 1.3397 1.3657 1.4227
S4 1.2971 1.3231 1.4110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4505 1.4108 0.0397 2.7% 0.0155 1.1% 98% True False 313,349
10 1.4505 1.3923 0.0582 4.0% 0.0156 1.1% 99% True False 328,607
20 1.4547 1.3811 0.0736 5.1% 0.0161 1.1% 93% False False 325,765
40 1.4652 1.3811 0.0841 5.8% 0.0162 1.1% 82% False False 262,854
60 1.4875 1.3811 0.1064 7.3% 0.0166 1.1% 65% False False 175,741
80 1.4875 1.3811 0.1064 7.3% 0.0155 1.1% 65% False False 131,921
100 1.4875 1.3720 0.1155 8.0% 0.0143 1.0% 67% False False 105,590
120 1.4875 1.3395 0.1480 10.2% 0.0126 0.9% 75% False False 87,994
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 0.0033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5223
2.618 1.4947
1.618 1.4778
1.000 1.4674
0.618 1.4609
HIGH 1.4505
0.618 1.4440
0.500 1.4421
0.382 1.4401
LOW 1.4336
0.618 1.4232
1.000 1.4167
1.618 1.4063
2.618 1.3894
4.250 1.3618
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 1.4472 1.4466
PP 1.4446 1.4434
S1 1.4421 1.4403

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

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