CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 1.3824 1.3907 0.0083 0.6% 1.3869
High 1.3941 1.3941 0.0000 0.0% 1.3898
Low 1.3819 1.3857 0.0038 0.3% 1.3648
Close 1.3937 1.3918 -0.0019 -0.1% 1.3856
Range 0.0122 0.0084 -0.0038 -31.1% 0.0250
ATR 0.0163 0.0157 -0.0006 -3.5% 0.0000
Volume 265 418 153 57.7% 2,935
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4157 1.4122 1.3964
R3 1.4073 1.4038 1.3941
R2 1.3989 1.3989 1.3933
R1 1.3954 1.3954 1.3926 1.3972
PP 1.3905 1.3905 1.3905 1.3914
S1 1.3870 1.3870 1.3910 1.3888
S2 1.3821 1.3821 1.3903
S3 1.3737 1.3786 1.3895
S4 1.3653 1.3702 1.3872
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4551 1.4453 1.3994
R3 1.4301 1.4203 1.3925
R2 1.4051 1.4051 1.3902
R1 1.3953 1.3953 1.3879 1.3877
PP 1.3801 1.3801 1.3801 1.3763
S1 1.3703 1.3703 1.3833 1.3627
S2 1.3551 1.3551 1.3810
S3 1.3301 1.3453 1.3787
S4 1.3051 1.3203 1.3719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3941 1.3648 0.0293 2.1% 0.0141 1.0% 92% True False 408
10 1.3941 1.3603 0.0338 2.4% 0.0155 1.1% 93% True False 480
20 1.3941 1.3161 0.0780 5.6% 0.0162 1.2% 97% True False 439
40 1.4458 1.3161 0.1297 9.3% 0.0146 1.1% 58% False False 273
60 1.4472 1.3161 0.1311 9.4% 0.0122 0.9% 58% False False 186
80 1.4472 1.3161 0.1311 9.4% 0.0102 0.7% 58% False False 140
100 1.4556 1.3161 0.1395 10.0% 0.0086 0.6% 54% False False 113
120 1.4556 1.3161 0.1395 10.0% 0.0072 0.5% 54% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.4298
2.618 1.4161
1.618 1.4077
1.000 1.4025
0.618 1.3993
HIGH 1.3941
0.618 1.3909
0.500 1.3899
0.382 1.3889
LOW 1.3857
0.618 1.3805
1.000 1.3773
1.618 1.3721
2.618 1.3637
4.250 1.3500
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 1.3912 1.3886
PP 1.3905 1.3853
S1 1.3899 1.3821

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

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