CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 1.3756 1.3869 0.0113 0.8% 1.3380
High 1.3880 1.3898 0.0018 0.1% 1.3880
Low 1.3714 1.3712 -0.0002 0.0% 1.3379
Close 1.3867 1.3731 -0.0136 -1.0% 1.3867
Range 0.0166 0.0186 0.0020 12.0% 0.0501
ATR 0.0165 0.0167 0.0001 0.9% 0.0000
Volume 526 932 406 77.2% 2,242
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4338 1.4221 1.3833
R3 1.4152 1.4035 1.3782
R2 1.3966 1.3966 1.3765
R1 1.3849 1.3849 1.3748 1.3815
PP 1.3780 1.3780 1.3780 1.3763
S1 1.3663 1.3663 1.3714 1.3629
S2 1.3594 1.3594 1.3697
S3 1.3408 1.3477 1.3680
S4 1.3222 1.3291 1.3629
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.5212 1.5040 1.4143
R3 1.4711 1.4539 1.4005
R2 1.4210 1.4210 1.3959
R1 1.4038 1.4038 1.3913 1.4124
PP 1.3709 1.3709 1.3709 1.3752
S1 1.3537 1.3537 1.3821 1.3623
S2 1.3208 1.3208 1.3775
S3 1.2707 1.3036 1.3729
S4 1.2206 1.2535 1.3591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3898 1.3558 0.0340 2.5% 0.0161 1.2% 51% True False 492
10 1.3898 1.3161 0.0737 5.4% 0.0178 1.3% 77% True False 549
20 1.3898 1.3161 0.0737 5.4% 0.0167 1.2% 77% True False 371
40 1.4472 1.3161 0.1311 9.5% 0.0131 1.0% 43% False False 207
60 1.4472 1.3161 0.1311 9.5% 0.0113 0.8% 43% False False 142
80 1.4472 1.3161 0.1311 9.5% 0.0094 0.7% 43% False False 107
100 1.4556 1.3161 0.1395 10.2% 0.0078 0.6% 41% False False 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4689
2.618 1.4385
1.618 1.4199
1.000 1.4084
0.618 1.4013
HIGH 1.3898
0.618 1.3827
0.500 1.3805
0.382 1.3783
LOW 1.3712
0.618 1.3597
1.000 1.3526
1.618 1.3411
2.618 1.3225
4.250 1.2922
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 1.3805 1.3787
PP 1.3780 1.3768
S1 1.3756 1.3750

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

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