CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 1.3017 1.3034 0.0017 0.1% 1.2642
High 1.3066 1.3124 0.0058 0.4% 1.2989
Low 1.2956 1.2933 -0.0023 -0.2% 1.2628
Close 1.3025 1.3087 0.0062 0.5% 1.2925
Range 0.0110 0.0191 0.0081 73.6% 0.0361
ATR 0.0139 0.0143 0.0004 2.6% 0.0000
Volume 304,301 359,506 55,205 18.1% 868,268
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3621 1.3545 1.3192
R3 1.3430 1.3354 1.3140
R2 1.3239 1.3239 1.3122
R1 1.3163 1.3163 1.3105 1.3201
PP 1.3048 1.3048 1.3048 1.3067
S1 1.2972 1.2972 1.3069 1.3010
S2 1.2857 1.2857 1.3052
S3 1.2666 1.2781 1.3034
S4 1.2475 1.2590 1.2982
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 1.3124 1.2841 0.0283 2.2% 0.0142 1.1% 87% True False 289,594
10 1.3124 1.2627 0.0497 3.8% 0.0157 1.2% 93% True False 279,291
20 1.3124 1.2627 0.0497 3.8% 0.0134 1.0% 93% True False 221,747
40 1.3550 1.2627 0.0923 7.1% 0.0135 1.0% 50% False False 150,456
60 1.4180 1.2627 0.1553 11.9% 0.0146 1.1% 30% False False 100,669
80 1.4231 1.2627 0.1604 12.3% 0.0153 1.2% 29% False False 75,619
100 1.4309 1.2627 0.1682 12.9% 0.0149 1.1% 27% False False 60,521
120 1.4472 1.2627 0.1845 14.1% 0.0137 1.1% 25% False False 50,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3936
2.618 1.3624
1.618 1.3433
1.000 1.3315
0.618 1.3242
HIGH 1.3124
0.618 1.3051
0.500 1.3029
0.382 1.3006
LOW 1.2933
0.618 1.2815
1.000 1.2742
1.618 1.2624
2.618 1.2433
4.250 1.2121
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 1.3068 1.3059
PP 1.3048 1.3030
S1 1.3029 1.3002

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

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