CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 1.3732 1.3745 0.0013 0.1% 1.3380
High 1.3850 1.3830 -0.0020 -0.1% 1.3880
Low 1.3721 1.3648 -0.0073 -0.5% 1.3379
Close 1.3736 1.3760 0.0024 0.2% 1.3867
Range 0.0129 0.0182 0.0053 41.1% 0.0501
ATR 0.0163 0.0164 0.0001 0.8% 0.0000
Volume 367 624 257 70.0% 2,242
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4292 1.4208 1.3860
R3 1.4110 1.4026 1.3810
R2 1.3928 1.3928 1.3793
R1 1.3844 1.3844 1.3777 1.3886
PP 1.3746 1.3746 1.3746 1.3767
S1 1.3662 1.3662 1.3743 1.3704
S2 1.3564 1.3564 1.3727
S3 1.3382 1.3480 1.3710
S4 1.3200 1.3298 1.3660
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 1.3648 0.0250 1.8% 0.0163 1.2% 45% False True 618
10 1.3898 1.3367 0.0531 3.9% 0.0172 1.2% 74% False False 519
20 1.3898 1.3161 0.0737 5.4% 0.0163 1.2% 81% False False 428
40 1.4472 1.3161 0.1311 9.5% 0.0140 1.0% 46% False False 247
60 1.4472 1.3161 0.1311 9.5% 0.0119 0.9% 46% False False 169
80 1.4472 1.3161 0.1311 9.5% 0.0098 0.7% 46% False False 127
100 1.4556 1.3161 0.1395 10.1% 0.0082 0.6% 43% False False 102
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 0.0036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4604
2.618 1.4306
1.618 1.4124
1.000 1.4012
0.618 1.3942
HIGH 1.3830
0.618 1.3760
0.500 1.3739
0.382 1.3718
LOW 1.3648
0.618 1.3536
1.000 1.3466
1.618 1.3354
2.618 1.3172
4.250 1.2875
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 1.3753 1.3756
PP 1.3746 1.3753
S1 1.3739 1.3749

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

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