CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 1.4490 1.4510 0.0020 0.1% 1.4372
High 1.4553 1.4530 -0.0023 -0.2% 1.4500
Low 1.4462 1.4380 -0.0082 -0.6% 1.4322
Close 1.4503 1.4447 -0.0056 -0.4% 1.4480
Range 0.0091 0.0150 0.0059 64.8% 0.0178
ATR 0.0167 0.0166 -0.0001 -0.7% 0.0000
Volume 163,329 242,576 79,247 48.5% 1,378,494
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4902 1.4825 1.4530
R3 1.4752 1.4675 1.4488
R2 1.4602 1.4602 1.4475
R1 1.4525 1.4525 1.4461 1.4489
PP 1.4452 1.4452 1.4452 1.4434
S1 1.4375 1.4375 1.4433 1.4339
S2 1.4302 1.4302 1.4420
S3 1.4152 1.4225 1.4406
S4 1.4002 1.4075 1.4365
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4968 1.4902 1.4578
R3 1.4790 1.4724 1.4529
R2 1.4612 1.4612 1.4513
R1 1.4546 1.4546 1.4496 1.4579
PP 1.4434 1.4434 1.4434 1.4451
S1 1.4368 1.4368 1.4464 1.4401
S2 1.4256 1.4256 1.4447
S3 1.4078 1.4190 1.4431
S4 1.3900 1.4012 1.4382
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4553 1.4322 0.0231 1.6% 0.0134 0.9% 54% False False 265,857
10 1.4553 1.4253 0.0300 2.1% 0.0148 1.0% 65% False False 273,379
20 1.4553 1.4041 0.0512 3.5% 0.0181 1.3% 79% False False 346,371
40 1.4553 1.3811 0.0742 5.1% 0.0177 1.2% 86% False False 348,312
60 1.4652 1.3811 0.0841 5.8% 0.0171 1.2% 76% False False 318,611
80 1.4652 1.3811 0.0841 5.8% 0.0168 1.2% 76% False False 240,006
100 1.4875 1.3811 0.1064 7.4% 0.0164 1.1% 60% False False 192,138
120 1.4875 1.3775 0.1100 7.6% 0.0154 1.1% 61% False False 160,167
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 0.0042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5168
2.618 1.4923
1.618 1.4773
1.000 1.4680
0.618 1.4623
HIGH 1.4530
0.618 1.4473
0.500 1.4455
0.382 1.4437
LOW 1.4380
0.618 1.4287
1.000 1.4230
1.618 1.4137
2.618 1.3987
4.250 1.3743
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 1.4455 1.4444
PP 1.4452 1.4441
S1 1.4450 1.4439

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

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