CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 1.4410 1.4472 0.0062 0.4% 1.4344
High 1.4455 1.4472 0.0017 0.1% 1.4455
Low 1.4410 1.4472 0.0062 0.4% 1.4312
Close 1.4452 1.4472 0.0020 0.1% 1.4452
Range 0.0045 0.0000 -0.0045 -100.0% 0.0143
ATR 0.0099 0.0094 -0.0006 -5.7% 0.0000
Volume 6 7 1 16.7% 51
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4472 1.4472 1.4472
R3 1.4472 1.4472 1.4472
R2 1.4472 1.4472 1.4472
R1 1.4472 1.4472 1.4472 1.4472
PP 1.4472 1.4472 1.4472 1.4472
S1 1.4472 1.4472 1.4472 1.4472
S2 1.4472 1.4472 1.4472
S3 1.4472 1.4472 1.4472
S4 1.4472 1.4472 1.4472
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4835 1.4787 1.4531
R3 1.4692 1.4644 1.4491
R2 1.4549 1.4549 1.4478
R1 1.4501 1.4501 1.4465 1.4525
PP 1.4406 1.4406 1.4406 1.4419
S1 1.4358 1.4358 1.4439 1.4382
S2 1.4263 1.4263 1.4426
S3 1.4120 1.4215 1.4413
S4 1.3977 1.4072 1.4373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4472 1.4312 0.0160 1.1% 0.0052 0.4% 100% True False 9
10 1.4472 1.4284 0.0188 1.3% 0.0051 0.4% 100% True False 9
20 1.4472 1.4039 0.0433 3.0% 0.0075 0.5% 100% True False 13
40 1.4472 1.3830 0.0642 4.4% 0.0058 0.4% 100% True False 8
60 1.4556 1.3830 0.0726 5.0% 0.0046 0.3% 88% False False 6
80 1.4556 1.3830 0.0726 5.0% 0.0035 0.2% 88% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4472
2.618 1.4472
1.618 1.4472
1.000 1.4472
0.618 1.4472
HIGH 1.4472
0.618 1.4472
0.500 1.4472
0.382 1.4472
LOW 1.4472
0.618 1.4472
1.000 1.4472
1.618 1.4472
2.618 1.4472
4.250 1.4472
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 1.4472 1.4445
PP 1.4472 1.4419
S1 1.4472 1.4392

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

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