CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 1.2857 1.2969 0.0112 0.9% 1.2642
High 1.2975 1.2989 0.0014 0.1% 1.2989
Low 1.2841 1.2889 0.0048 0.4% 1.2628
Close 1.2937 1.2925 -0.0012 -0.1% 1.2925
Range 0.0134 0.0100 -0.0034 -25.4% 0.0361
ATR 0.0142 0.0139 -0.0003 -2.1% 0.0000
Volume 279,668 238,415 -41,253 -14.8% 868,268
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3234 1.3180 1.2980
R3 1.3134 1.3080 1.2953
R2 1.3034 1.3034 1.2943
R1 1.2980 1.2980 1.2934 1.2957
PP 1.2934 1.2934 1.2934 1.2923
S1 1.2880 1.2880 1.2916 1.2857
S2 1.2834 1.2834 1.2907
S3 1.2734 1.2780 1.2898
S4 1.2634 1.2680 1.2870
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3930 1.3789 1.3124
R3 1.3569 1.3428 1.3024
R2 1.3208 1.3208 1.2991
R1 1.3067 1.3067 1.2958 1.3138
PP 1.2847 1.2847 1.2847 1.2883
S1 1.2706 1.2706 1.2892 1.2777
S2 1.2486 1.2486 1.2859
S3 1.2125 1.2345 1.2826
S4 1.1764 1.1984 1.2726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2989 1.2627 0.0362 2.8% 0.0164 1.3% 82% True False 252,285
10 1.2989 1.2627 0.0362 2.8% 0.0141 1.1% 82% True False 248,217
20 1.3224 1.2627 0.0597 4.6% 0.0128 1.0% 50% False False 197,594
40 1.3576 1.2627 0.0949 7.3% 0.0135 1.0% 31% False False 127,329
60 1.4231 1.2627 0.1604 12.4% 0.0148 1.1% 19% False False 85,196
80 1.4231 1.2627 0.1604 12.4% 0.0152 1.2% 19% False False 64,002
100 1.4472 1.2627 0.1845 14.3% 0.0146 1.1% 16% False False 51,223
120 1.4472 1.2627 0.1845 14.3% 0.0136 1.0% 16% False False 42,688
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3414
2.618 1.3251
1.618 1.3151
1.000 1.3089
0.618 1.3051
HIGH 1.2989
0.618 1.2951
0.500 1.2939
0.382 1.2927
LOW 1.2889
0.618 1.2827
1.000 1.2789
1.618 1.2727
2.618 1.2627
4.250 1.2464
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 1.2939 1.2904
PP 1.2934 1.2883
S1 1.2930 1.2863

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

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