CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 1.3093 1.3169 0.0076 0.6% 1.2885
High 1.3221 1.3198 -0.0023 -0.2% 1.3237
Low 1.3027 1.3086 0.0059 0.5% 1.2880
Close 1.3158 1.3143 -0.0015 -0.1% 1.3207
Range 0.0194 0.0112 -0.0082 -42.3% 0.0357
ATR 0.0147 0.0145 -0.0003 -1.7% 0.0000
Volume 343,798 291,809 -51,989 -15.1% 1,527,983
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3478 1.3423 1.3205
R3 1.3366 1.3311 1.3174
R2 1.3254 1.3254 1.3164
R1 1.3199 1.3199 1.3153 1.3171
PP 1.3142 1.3142 1.3142 1.3128
S1 1.3087 1.3087 1.3133 1.3059
S2 1.3030 1.3030 1.3122
S3 1.2918 1.2975 1.3112
S4 1.2806 1.2863 1.3081
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 1.3027 0.0210 1.6% 0.0157 1.2% 55% False False 297,869
10 1.3237 1.2880 0.0357 2.7% 0.0145 1.1% 74% False False 293,411
20 1.3237 1.2627 0.0610 4.6% 0.0147 1.1% 85% False False 272,001
40 1.3468 1.2627 0.0841 6.4% 0.0134 1.0% 61% False False 193,872
60 1.3845 1.2627 0.1218 9.3% 0.0142 1.1% 42% False False 129,979
80 1.4231 1.2627 0.1604 12.2% 0.0151 1.2% 32% False False 97,661
100 1.4231 1.2627 0.1604 12.2% 0.0152 1.2% 32% False False 78,178
120 1.4472 1.2627 0.1845 14.0% 0.0139 1.1% 28% False False 65,150
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3674
2.618 1.3491
1.618 1.3379
1.000 1.3310
0.618 1.3267
HIGH 1.3198
0.618 1.3155
0.500 1.3142
0.382 1.3129
LOW 1.3086
0.618 1.3017
1.000 1.2974
1.618 1.2905
2.618 1.2793
4.250 1.2610
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 1.3143 1.3137
PP 1.3142 1.3130
S1 1.3142 1.3124

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

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