CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 1.4556 1.4473 -0.0083 -0.6% 1.4258
High 1.4556 1.4553 -0.0003 0.0% 1.4493
Low 1.4556 1.4473 -0.0083 -0.6% 1.4246
Close 1.4556 1.4444 -0.0112 -0.8% 1.4493
Range 0.0000 0.0080 0.0080 0.0247
ATR 0.0089 0.0088 0.0000 -0.5% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4730 1.4667 1.4488
R3 1.4650 1.4587 1.4466
R2 1.4570 1.4570 1.4459
R1 1.4507 1.4507 1.4451 1.4499
PP 1.4490 1.4490 1.4490 1.4486
S1 1.4427 1.4427 1.4437 1.4419
S2 1.4410 1.4410 1.4429
S3 1.4330 1.4347 1.4422
S4 1.4250 1.4267 1.4400
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5152 1.5069 1.4629
R3 1.4905 1.4822 1.4561
R2 1.4658 1.4658 1.4538
R1 1.4575 1.4575 1.4516 1.4617
PP 1.4411 1.4411 1.4411 1.4431
S1 1.4328 1.4328 1.4470 1.4370
S2 1.4164 1.4164 1.4448
S3 1.3917 1.4081 1.4425
S4 1.3670 1.3834 1.4357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4556 1.4355 0.0201 1.4% 0.0016 0.1% 44% False False 2
10 1.4556 1.3940 0.0616 4.3% 0.0008 0.1% 82% False False 2
20 1.4556 1.3926 0.0630 4.4% 0.0007 0.0% 82% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.4893
2.618 1.4762
1.618 1.4682
1.000 1.4633
0.618 1.4602
HIGH 1.4553
0.618 1.4522
0.500 1.4513
0.382 1.4504
LOW 1.4473
0.618 1.4424
1.000 1.4393
1.618 1.4344
2.618 1.4264
4.250 1.4133
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 1.4513 1.4503
PP 1.4490 1.4483
S1 1.4467 1.4464

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

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