CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 1.3580 1.3480 -0.0100 -0.7% 1.3650
High 1.3580 1.3555 -0.0025 -0.2% 1.3784
Low 1.3403 1.3445 0.0042 0.3% 1.3403
Close 1.3469 1.3460 -0.0009 -0.1% 1.3460
Range 0.0177 0.0110 -0.0067 -37.9% 0.0381
ATR 0.0147 0.0144 -0.0003 -1.8% 0.0000
Volume 197 154 -43 -21.8% 690
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3817 1.3748 1.3521
R3 1.3707 1.3638 1.3490
R2 1.3597 1.3597 1.3480
R1 1.3528 1.3528 1.3470 1.3508
PP 1.3487 1.3487 1.3487 1.3476
S1 1.3418 1.3418 1.3450 1.3398
S2 1.3377 1.3377 1.3440
S3 1.3267 1.3308 1.3430
S4 1.3157 1.3198 1.3400
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4692 1.4457 1.3670
R3 1.4311 1.4076 1.3565
R2 1.3930 1.3930 1.3530
R1 1.3695 1.3695 1.3495 1.3622
PP 1.3549 1.3549 1.3549 1.3513
S1 1.3314 1.3314 1.3425 1.3241
S2 1.3168 1.3168 1.3390
S3 1.2787 1.2933 1.3355
S4 1.2406 1.2552 1.3250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3784 1.3403 0.0381 2.8% 0.0144 1.1% 15% False False 138
10 1.3879 1.3403 0.0476 3.5% 0.0145 1.1% 12% False False 126
20 1.4472 1.3403 0.1069 7.9% 0.0117 0.9% 5% False False 73
40 1.4472 1.3403 0.1069 7.9% 0.0099 0.7% 5% False False 43
60 1.4472 1.3403 0.1069 7.9% 0.0077 0.6% 5% False False 30
80 1.4556 1.3403 0.1153 8.6% 0.0063 0.5% 5% False False 23
100 1.4796 1.3403 0.1393 10.3% 0.0051 0.4% 4% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4023
2.618 1.3843
1.618 1.3733
1.000 1.3665
0.618 1.3623
HIGH 1.3555
0.618 1.3513
0.500 1.3500
0.382 1.3487
LOW 1.3445
0.618 1.3377
1.000 1.3335
1.618 1.3267
2.618 1.3157
4.250 1.2978
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 1.3500 1.3594
PP 1.3487 1.3549
S1 1.3473 1.3505

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

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