CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 1.3103 1.3107 0.0004 0.0% 1.2885
High 1.3186 1.3237 0.0051 0.4% 1.3237
Low 1.3093 1.3078 -0.0015 -0.1% 1.2880
Close 1.3110 1.3207 0.0097 0.7% 1.3207
Range 0.0093 0.0159 0.0066 71.0% 0.0357
ATR 0.0140 0.0141 0.0001 1.0% 0.0000
Volume 276,464 321,632 45,168 16.3% 1,527,983
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3651 1.3588 1.3294
R3 1.3492 1.3429 1.3251
R2 1.3333 1.3333 1.3236
R1 1.3270 1.3270 1.3222 1.3302
PP 1.3174 1.3174 1.3174 1.3190
S1 1.3111 1.3111 1.3192 1.3143
S2 1.3015 1.3015 1.3178
S3 1.2856 1.2952 1.3163
S4 1.2697 1.2793 1.3120
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.4179 1.4050 1.3403
R3 1.3822 1.3693 1.3305
R2 1.3465 1.3465 1.3272
R1 1.3336 1.3336 1.3240 1.3401
PP 1.3108 1.3108 1.3108 1.3140
S1 1.2979 1.2979 1.3174 1.3044
S2 1.2751 1.2751 1.3142
S3 1.2394 1.2622 1.3109
S4 1.2037 1.2265 1.3011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3237 1.2880 0.0357 2.7% 0.0146 1.1% 92% True False 305,596
10 1.3237 1.2627 0.0610 4.6% 0.0155 1.2% 95% True False 278,941
20 1.3237 1.2627 0.0610 4.6% 0.0137 1.0% 95% True False 243,338
40 1.3550 1.2627 0.0923 7.0% 0.0135 1.0% 63% False False 165,266
60 1.3874 1.2627 0.1247 9.4% 0.0144 1.1% 47% False False 110,601
80 1.4231 1.2627 0.1604 12.1% 0.0152 1.2% 36% False False 83,094
100 1.4231 1.2627 0.1604 12.1% 0.0151 1.1% 36% False False 66,502
120 1.4472 1.2627 0.1845 14.0% 0.0138 1.0% 31% False False 55,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3913
2.618 1.3653
1.618 1.3494
1.000 1.3396
0.618 1.3335
HIGH 1.3237
0.618 1.3176
0.500 1.3158
0.382 1.3139
LOW 1.3078
0.618 1.2980
1.000 1.2919
1.618 1.2821
2.618 1.2662
4.250 1.2402
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 1.3191 1.3166
PP 1.3174 1.3126
S1 1.3158 1.3085

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

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