CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 1.2773 1.2778 0.0005 0.0% 1.3047
High 1.2824 1.2794 -0.0030 -0.2% 1.3085
Low 1.2747 1.2664 -0.0083 -0.7% 1.2703
Close 1.2795 1.2700 -0.0095 -0.7% 1.2729
Range 0.0077 0.0130 0.0053 68.8% 0.0382
ATR 0.0127 0.0128 0.0000 0.2% 0.0000
Volume 207,842 287,171 79,329 38.2% 834,595
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3109 1.3035 1.2772
R3 1.2979 1.2905 1.2736
R2 1.2849 1.2849 1.2724
R1 1.2775 1.2775 1.2712 1.2747
PP 1.2719 1.2719 1.2719 1.2706
S1 1.2645 1.2645 1.2688 1.2617
S2 1.2589 1.2589 1.2676
S3 1.2459 1.2515 1.2664
S4 1.2329 1.2385 1.2629
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3985 1.3739 1.2939
R3 1.3603 1.3357 1.2834
R2 1.3221 1.3221 1.2799
R1 1.2975 1.2975 1.2764 1.2907
PP 1.2839 1.2839 1.2839 1.2805
S1 1.2593 1.2593 1.2694 1.2525
S2 1.2457 1.2457 1.2659
S3 1.2075 1.2211 1.2624
S4 1.1693 1.1829 1.2519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2952 1.2664 0.0288 2.3% 0.0123 1.0% 13% False True 233,694
10 1.3095 1.2664 0.0431 3.4% 0.0122 1.0% 8% False True 192,920
20 1.3254 1.2664 0.0590 4.6% 0.0116 0.9% 6% False True 166,874
40 1.3798 1.2664 0.1134 8.9% 0.0132 1.0% 3% False True 88,088
60 1.4231 1.2664 0.1567 12.3% 0.0148 1.2% 2% False True 58,985
80 1.4231 1.2664 0.1567 12.3% 0.0151 1.2% 2% False True 44,321
100 1.4472 1.2664 0.1808 14.2% 0.0140 1.1% 2% False True 35,465
120 1.4472 1.2664 0.1808 14.2% 0.0129 1.0% 2% False True 29,556
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3347
2.618 1.3134
1.618 1.3004
1.000 1.2924
0.618 1.2874
HIGH 1.2794
0.618 1.2744
0.500 1.2729
0.382 1.2714
LOW 1.2664
0.618 1.2584
1.000 1.2534
1.618 1.2454
2.618 1.2324
4.250 1.2112
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 1.2729 1.2744
PP 1.2719 1.2729
S1 1.2710 1.2715

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

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