CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 1.3671 1.3580 -0.0091 -0.7% 1.3590
High 1.3784 1.3580 -0.0204 -1.5% 1.3879
Low 1.3563 1.3403 -0.0160 -1.2% 1.3496
Close 1.3664 1.3469 -0.0195 -1.4% 1.3780
Range 0.0221 0.0177 -0.0044 -19.9% 0.0383
ATR 0.0138 0.0147 0.0009 6.4% 0.0000
Volume 261 197 -64 -24.5% 575
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4015 1.3919 1.3566
R3 1.3838 1.3742 1.3518
R2 1.3661 1.3661 1.3501
R1 1.3565 1.3565 1.3485 1.3525
PP 1.3484 1.3484 1.3484 1.3464
S1 1.3388 1.3388 1.3453 1.3348
S2 1.3307 1.3307 1.3437
S3 1.3130 1.3211 1.3420
S4 1.2953 1.3034 1.3372
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4867 1.4707 1.3991
R3 1.4484 1.4324 1.3885
R2 1.4101 1.4101 1.3850
R1 1.3941 1.3941 1.3815 1.4021
PP 1.3718 1.3718 1.3718 1.3759
S1 1.3558 1.3558 1.3745 1.3638
S2 1.3335 1.3335 1.3710
S3 1.2952 1.3175 1.3675
S4 1.2569 1.2792 1.3569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3879 1.3403 0.0476 3.5% 0.0150 1.1% 14% False True 129
10 1.3888 1.3403 0.0485 3.6% 0.0158 1.2% 14% False True 113
20 1.4472 1.3403 0.1069 7.9% 0.0117 0.9% 6% False True 66
40 1.4472 1.3403 0.1069 7.9% 0.0097 0.7% 6% False True 39
60 1.4472 1.3403 0.1069 7.9% 0.0076 0.6% 6% False True 27
80 1.4556 1.3403 0.1153 8.6% 0.0062 0.5% 6% False True 21
Crabel Price Patterns
NR True
NR4 False
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 0.0037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4332
2.618 1.4043
1.618 1.3866
1.000 1.3757
0.618 1.3689
HIGH 1.3580
0.618 1.3512
0.500 1.3492
0.382 1.3471
LOW 1.3403
0.618 1.3294
1.000 1.3226
1.618 1.3117
2.618 1.2940
4.250 1.2651
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 1.3492 1.3594
PP 1.3484 1.3552
S1 1.3477 1.3511

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

View Archives - Comment on this page... - Back to Index of Symbols