CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 1.4093 1.3886 -0.0207 -1.5% 1.4162
High 1.4095 1.3935 -0.0160 -1.1% 1.4283
Low 1.3871 1.3625 -0.0246 -1.8% 1.3625
Close 1.3888 1.3658 -0.0230 -1.7% 1.3658
Range 0.0224 0.0310 0.0086 38.4% 0.0658
ATR 0.0172 0.0182 0.0010 5.7% 0.0000
Volume 373,502 457,549 84,047 22.5% 1,111,651
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4669 1.4474 1.3829
R3 1.4359 1.4164 1.3743
R2 1.4049 1.4049 1.3715
R1 1.3854 1.3854 1.3686 1.3797
PP 1.3739 1.3739 1.3739 1.3711
S1 1.3544 1.3544 1.3630 1.3487
S2 1.3429 1.3429 1.3601
S3 1.3119 1.3234 1.3573
S4 1.2809 1.2924 1.3488
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5829 1.5402 1.4020
R3 1.5171 1.4744 1.3839
R2 1.4513 1.4513 1.3779
R1 1.4086 1.4086 1.3718 1.3971
PP 1.3855 1.3855 1.3855 1.3798
S1 1.3428 1.3428 1.3598 1.3313
S2 1.3197 1.3197 1.3537
S3 1.2539 1.2770 1.3477
S4 1.1881 1.2112 1.3296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4287 1.3625 0.0662 4.8% 0.0223 1.6% 5% False True 273,430
10 1.4553 1.3625 0.0928 6.8% 0.0180 1.3% 4% False True 265,027
20 1.4553 1.3625 0.0928 6.8% 0.0167 1.2% 4% False True 275,936
40 1.4553 1.3625 0.0928 6.8% 0.0177 1.3% 4% False True 326,059
60 1.4553 1.3625 0.0928 6.8% 0.0174 1.3% 4% False True 325,697
80 1.4652 1.3625 0.1027 7.5% 0.0169 1.2% 3% False True 263,621
100 1.4875 1.3625 0.1250 9.2% 0.0169 1.2% 3% False True 211,070
120 1.4875 1.3625 0.1250 9.2% 0.0159 1.2% 3% False True 175,950
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 0.0034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5253
2.618 1.4747
1.618 1.4437
1.000 1.4245
0.618 1.4127
HIGH 1.3935
0.618 1.3817
0.500 1.3780
0.382 1.3743
LOW 1.3625
0.618 1.3433
1.000 1.3315
1.618 1.3123
2.618 1.2813
4.250 1.2308
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 1.3780 1.3887
PP 1.3739 1.3811
S1 1.3699 1.3734

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

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