CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 1.3000 1.3031 0.0031 0.2% 1.3370
High 1.3065 1.3096 0.0031 0.2% 1.3386
Low 1.2976 1.3006 0.0030 0.2% 1.2965
Close 1.3025 1.3037 0.0012 0.1% 1.3037
Range 0.0089 0.0090 0.0001 1.1% 0.0421
ATR 0.0155 0.0151 -0.0005 -3.0% 0.0000
Volume 139,003 222,241 83,238 59.9% 701,356
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3316 1.3267 1.3087
R3 1.3226 1.3177 1.3062
R2 1.3136 1.3136 1.3054
R1 1.3087 1.3087 1.3045 1.3112
PP 1.3046 1.3046 1.3046 1.3059
S1 1.2997 1.2997 1.3029 1.3022
S2 1.2956 1.2956 1.3021
S3 1.2866 1.2907 1.3012
S4 1.2776 1.2817 1.2988
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.4392 1.4136 1.3269
R3 1.3971 1.3715 1.3153
R2 1.3550 1.3550 1.3114
R1 1.3294 1.3294 1.3076 1.3212
PP 1.3129 1.3129 1.3129 1.3088
S1 1.2873 1.2873 1.2998 1.2791
S2 1.2708 1.2708 1.2960
S3 1.2287 1.2452 1.2921
S4 1.1866 1.2031 1.2805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3386 1.2965 0.0421 3.2% 0.0147 1.1% 17% False False 140,271
10 1.3496 1.2965 0.0531 4.1% 0.0137 1.1% 14% False False 78,193
20 1.3625 1.2965 0.0660 5.1% 0.0146 1.1% 11% False False 40,653
40 1.4231 1.2965 0.1266 9.7% 0.0161 1.2% 6% False False 20,740
60 1.4231 1.2965 0.1266 9.7% 0.0162 1.2% 6% False False 13,970
80 1.4472 1.2965 0.1507 11.6% 0.0150 1.2% 5% False False 10,494
100 1.4472 1.2965 0.1507 11.6% 0.0136 1.0% 5% False False 8,397
120 1.4472 1.2965 0.1507 11.6% 0.0119 0.9% 5% False False 6,998
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3479
2.618 1.3332
1.618 1.3242
1.000 1.3186
0.618 1.3152
HIGH 1.3096
0.618 1.3062
0.500 1.3051
0.382 1.3040
LOW 1.3006
0.618 1.2950
1.000 1.2916
1.618 1.2860
2.618 1.2770
4.250 1.2624
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 1.3051 1.3035
PP 1.3046 1.3033
S1 1.3042 1.3031

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

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