CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 1.3186 1.3047 -0.0139 -1.1% 1.3429
High 1.3254 1.3083 -0.0171 -1.3% 1.3496
Low 1.3025 1.2965 -0.0060 -0.5% 1.3291
Close 1.3055 1.2994 -0.0061 -0.5% 1.3381
Range 0.0229 0.0118 -0.0111 -48.5% 0.0205
ATR 0.0164 0.0160 -0.0003 -2.0% 0.0000
Volume 145,166 124,135 -21,031 -14.5% 80,578
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3368 1.3299 1.3059
R3 1.3250 1.3181 1.3026
R2 1.3132 1.3132 1.3016
R1 1.3063 1.3063 1.3005 1.3039
PP 1.3014 1.3014 1.3014 1.3002
S1 1.2945 1.2945 1.2983 1.2921
S2 1.2896 1.2896 1.2972
S3 1.2778 1.2827 1.2962
S4 1.2660 1.2709 1.2929
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.4004 1.3898 1.3494
R3 1.3799 1.3693 1.3437
R2 1.3594 1.3594 1.3419
R1 1.3488 1.3488 1.3400 1.3439
PP 1.3389 1.3389 1.3389 1.3365
S1 1.3283 1.3283 1.3362 1.3234
S2 1.3184 1.3184 1.3343
S3 1.2979 1.3078 1.3325
S4 1.2774 1.2873 1.3268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3468 1.2965 0.0503 3.9% 0.0177 1.4% 6% False True 79,949
10 1.3550 1.2965 0.0585 4.5% 0.0146 1.1% 5% False True 43,585
20 1.3625 1.2965 0.0660 5.1% 0.0148 1.1% 4% False True 22,722
40 1.4231 1.2965 0.1266 9.7% 0.0164 1.3% 2% False True 11,734
60 1.4231 1.2965 0.1266 9.7% 0.0165 1.3% 2% False True 7,956
80 1.4472 1.2965 0.1507 11.6% 0.0150 1.2% 2% False True 5,978
100 1.4472 1.2965 0.1507 11.6% 0.0135 1.0% 2% False True 4,785
120 1.4472 1.2965 0.1507 11.6% 0.0119 0.9% 2% False True 3,988
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0045
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3585
2.618 1.3392
1.618 1.3274
1.000 1.3201
0.618 1.3156
HIGH 1.3083
0.618 1.3038
0.500 1.3024
0.382 1.3010
LOW 1.2965
0.618 1.2892
1.000 1.2847
1.618 1.2774
2.618 1.2656
4.250 1.2464
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 1.3024 1.3176
PP 1.3014 1.3115
S1 1.3004 1.3055

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

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