CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 1.3590 1.3654 0.0064 0.5% 1.4100
High 1.3704 1.3722 0.0018 0.1% 1.4150
Low 1.3496 1.3580 0.0084 0.6% 1.3650
Close 1.3581 1.3705 0.0124 0.9% 1.3659
Range 0.0208 0.0142 -0.0066 -31.7% 0.0500
ATR 0.0122 0.0123 0.0001 1.2% 0.0000
Volume 298 53 -245 -82.2% 142
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4095 1.4042 1.3783
R3 1.3953 1.3900 1.3744
R2 1.3811 1.3811 1.3731
R1 1.3758 1.3758 1.3718 1.3785
PP 1.3669 1.3669 1.3669 1.3682
S1 1.3616 1.3616 1.3692 1.3643
S2 1.3527 1.3527 1.3679
S3 1.3385 1.3474 1.3666
S4 1.3243 1.3332 1.3627
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5320 1.4989 1.3934
R3 1.4820 1.4489 1.3797
R2 1.4320 1.4320 1.3751
R1 1.3989 1.3989 1.3705 1.3905
PP 1.3820 1.3820 1.3820 1.3777
S1 1.3489 1.3489 1.3613 1.3405
S2 1.3320 1.3320 1.3567
S3 1.2820 1.2989 1.3522
S4 1.2320 1.2489 1.3384
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4075 1.3496 0.0579 4.2% 0.0151 1.1% 36% False False 96
10 1.4458 1.3496 0.0962 7.0% 0.0120 0.9% 22% False False 54
20 1.4472 1.3496 0.0976 7.1% 0.0085 0.6% 21% False False 32
40 1.4472 1.3496 0.0976 7.1% 0.0078 0.6% 21% False False 21
60 1.4472 1.3496 0.0976 7.1% 0.0063 0.5% 21% False False 15
80 1.4556 1.3496 0.1060 7.7% 0.0050 0.4% 20% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4326
2.618 1.4094
1.618 1.3952
1.000 1.3864
0.618 1.3810
HIGH 1.3722
0.618 1.3668
0.500 1.3651
0.382 1.3634
LOW 1.3580
0.618 1.3492
1.000 1.3438
1.618 1.3350
2.618 1.3208
4.250 1.2977
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 1.3687 1.3701
PP 1.3669 1.3696
S1 1.3651 1.3692

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

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