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CME Euro FX (E) Futures March 2012

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CME Euro FX (E) Futures March 2012 chart

Download as Excel Spreadsheet (Available to premium members)

Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 1.3029 1.3081 0.0052 0.4% 1.3115
High 1.3120 1.3187 0.0067 0.5% 1.3192
Low 1.3004 1.3049 0.0045 0.3% 1.3004
Close 1.3097 1.3173 0.0076 0.6% 1.3173
Range 0.0116 0.0138 0.0022 19.0% 0.0188
Volume 209,904 59,104 -150,800 -71.8% 1,069,228
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3550 1.3500 1.3249
R3 1.3412 1.3362 1.3211
R2 1.3274 1.3274 1.3198
R1 1.3224 1.3224 1.3186 1.3249
PP 1.3136 1.3136 1.3136 1.3149
S1 1.3086 1.3086 1.3160 1.3111
S2 1.2998 1.2998 1.3148
S3 1.2860 1.2948 1.3135
S4 1.2722 1.2810 1.3097
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3687 1.3618 1.3276
R3 1.3499 1.3430 1.3225
R2 1.3311 1.3311 1.3207
R1 1.3242 1.3242 1.3190 1.3277
PP 1.3123 1.3123 1.3123 1.3140
S1 1.3054 1.3054 1.3156 1.3089
S2 1.2935 1.2935 1.3139
S3 1.2747 1.2866 1.3121
S4 1.2559 1.2678 1.3070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3192 1.3004 0.0188 1.4% 0.0111 0.8% 90% False False 213,845
10 1.3292 1.3004 0.0288 2.2% 0.0116 0.9% 59% False False 239,516
20 1.3488 1.3004 0.0484 3.7% 0.0115 0.9% 35% False False 257,522
40 1.3488 1.2880 0.0608 4.6% 0.0127 1.0% 48% False False 276,676
60 1.3488 1.2627 0.0861 6.5% 0.0128 1.0% 63% False False 249,486
80 1.3576 1.2627 0.0949 7.2% 0.0131 1.0% 58% False False 199,032
100 1.4231 1.2627 0.1604 12.2% 0.0140 1.1% 34% False False 159,407
120 1.4231 1.2627 0.1604 12.2% 0.0144 1.1% 34% False False 132,912
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 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3774
2.618 1.3548
1.618 1.3410
1.000 1.3325
0.618 1.3272
HIGH 1.3187
0.618 1.3134
0.500 1.3118
0.382 1.3102
LOW 1.3049
0.618 1.2964
1.000 1.2911
1.618 1.2826
2.618 1.2688
4.250 1.2463

Download as Excel Spreadsheet (Available to premium members)

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

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