CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 1.3480 1.3537 0.0057 0.4% 1.3650
High 1.3555 1.3537 -0.0018 -0.1% 1.3784
Low 1.3445 1.3385 -0.0060 -0.4% 1.3403
Close 1.3460 1.3461 0.0001 0.0% 1.3460
Range 0.0110 0.0152 0.0042 38.2% 0.0381
ATR 0.0144 0.0145 0.0001 0.4% 0.0000
Volume 154 618 464 301.3% 690
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3917 1.3841 1.3545
R3 1.3765 1.3689 1.3503
R2 1.3613 1.3613 1.3489
R1 1.3537 1.3537 1.3475 1.3499
PP 1.3461 1.3461 1.3461 1.3442
S1 1.3385 1.3385 1.3447 1.3347
S2 1.3309 1.3309 1.3433
S3 1.3157 1.3233 1.3419
S4 1.3005 1.3081 1.3377
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4692 1.4457 1.3670
R3 1.4311 1.4076 1.3565
R2 1.3930 1.3930 1.3530
R1 1.3695 1.3695 1.3495 1.3622
PP 1.3549 1.3549 1.3549 1.3513
S1 1.3314 1.3314 1.3425 1.3241
S2 1.3168 1.3168 1.3390
S3 1.2787 1.2933 1.3355
S4 1.2406 1.2552 1.3250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3784 1.3385 0.0399 3.0% 0.0158 1.2% 19% False True 252
10 1.3879 1.3385 0.0494 3.7% 0.0139 1.0% 15% False True 158
20 1.4472 1.3385 0.1087 8.1% 0.0122 0.9% 7% False True 104
40 1.4472 1.3385 0.1087 8.1% 0.0102 0.8% 7% False True 58
60 1.4472 1.3385 0.1087 8.1% 0.0080 0.6% 7% False True 40
80 1.4556 1.3385 0.1171 8.7% 0.0065 0.5% 6% False True 30
100 1.4556 1.3385 0.1171 8.7% 0.0053 0.4% 6% False True 25
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 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4183
2.618 1.3935
1.618 1.3783
1.000 1.3689
0.618 1.3631
HIGH 1.3537
0.618 1.3479
0.500 1.3461
0.382 1.3443
LOW 1.3385
0.618 1.3291
1.000 1.3233
1.618 1.3139
2.618 1.2987
4.250 1.2739
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 1.3461 1.3483
PP 1.3461 1.3475
S1 1.3461 1.3468

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

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