CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 1.4306 1.4190 -0.0116 -0.8% 1.4450
High 1.4306 1.4190 -0.0116 -0.8% 1.4556
Low 1.4306 1.4133 -0.0173 -1.2% 1.4230
Close 1.4341 1.4059 -0.0282 -2.0% 1.4230
Range 0.0000 0.0057 0.0057 0.0326
ATR 0.0084 0.0093 0.0009 10.6% 0.0000
Volume 2 3 1 50.0% 10
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4298 1.4236 1.4090
R3 1.4241 1.4179 1.4075
R2 1.4184 1.4184 1.4069
R1 1.4122 1.4122 1.4064 1.4125
PP 1.4127 1.4127 1.4127 1.4129
S1 1.4065 1.4065 1.4054 1.4068
S2 1.4070 1.4070 1.4049
S3 1.4013 1.4008 1.4043
S4 1.3956 1.3951 1.4028
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.5317 1.5099 1.4409
R3 1.4991 1.4773 1.4320
R2 1.4665 1.4665 1.4290
R1 1.4447 1.4447 1.4260 1.4393
PP 1.4339 1.4339 1.4339 1.4312
S1 1.4121 1.4121 1.4200 1.4067
S2 1.4013 1.4013 1.4170
S3 1.3687 1.3795 1.4140
S4 1.3361 1.3469 1.4051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4381 1.4133 0.0248 1.8% 0.0011 0.1% -30% False True 2
10 1.4556 1.4133 0.0423 3.0% 0.0014 0.1% -17% False True 2
20 1.4556 1.3926 0.0630 4.5% 0.0007 0.0% 21% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4432
2.618 1.4339
1.618 1.4282
1.000 1.4247
0.618 1.4225
HIGH 1.4190
0.618 1.4168
0.500 1.4162
0.382 1.4155
LOW 1.4133
0.618 1.4098
1.000 1.4076
1.618 1.4041
2.618 1.3984
4.250 1.3891
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 1.4162 1.4220
PP 1.4127 1.4166
S1 1.4093 1.4113

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

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