CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 1.3218 1.3143 -0.0075 -0.6% 1.2885
High 1.3224 1.3216 -0.0008 -0.1% 1.3237
Low 1.3078 1.3043 -0.0035 -0.3% 1.2880
Close 1.3126 1.3086 -0.0040 -0.3% 1.3207
Range 0.0146 0.0173 0.0027 18.5% 0.0357
ATR 0.0142 0.0144 0.0002 1.6% 0.0000
Volume 216,933 315,174 98,241 45.3% 1,527,983
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3634 1.3533 1.3181
R3 1.3461 1.3360 1.3134
R2 1.3288 1.3288 1.3118
R1 1.3187 1.3187 1.3102 1.3151
PP 1.3115 1.3115 1.3115 1.3097
S1 1.3014 1.3014 1.3070 1.2978
S2 1.2942 1.2942 1.3054
S3 1.2769 1.2841 1.3038
S4 1.2596 1.2668 1.2991
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 1.2933 0.0304 2.3% 0.0152 1.2% 50% False False 297,941
10 1.3237 1.2736 0.0501 3.8% 0.0142 1.1% 70% False False 292,835
20 1.3237 1.2627 0.0610 4.7% 0.0143 1.1% 75% False False 257,528
40 1.3550 1.2627 0.0923 7.1% 0.0134 1.0% 50% False False 178,288
60 1.3874 1.2627 0.1247 9.5% 0.0143 1.1% 37% False False 119,428
80 1.4231 1.2627 0.1604 12.3% 0.0152 1.2% 29% False False 89,737
100 1.4231 1.2627 0.1604 12.3% 0.0153 1.2% 29% False False 71,823
120 1.4472 1.2627 0.1845 14.1% 0.0137 1.0% 25% False False 59,854
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 0.0030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3951
2.618 1.3669
1.618 1.3496
1.000 1.3389
0.618 1.3323
HIGH 1.3216
0.618 1.3150
0.500 1.3130
0.382 1.3109
LOW 1.3043
0.618 1.2936
1.000 1.2870
1.618 1.2763
2.618 1.2590
4.250 1.2308
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 1.3130 1.3140
PP 1.3115 1.3122
S1 1.3101 1.3104

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

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