CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 1.3147 1.3123 -0.0024 -0.2% 1.3218
High 1.3217 1.3144 -0.0073 -0.6% 1.3224
Low 1.3067 1.3028 -0.0039 -0.3% 1.3027
Close 1.3154 1.3125 -0.0029 -0.2% 1.3154
Range 0.0150 0.0116 -0.0034 -22.7% 0.0197
ATR 0.0145 0.0144 -0.0001 -0.9% 0.0000
Volume 355,245 275,478 -79,767 -22.5% 1,522,959
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3447 1.3402 1.3189
R3 1.3331 1.3286 1.3157
R2 1.3215 1.3215 1.3146
R1 1.3170 1.3170 1.3136 1.3193
PP 1.3099 1.3099 1.3099 1.3110
S1 1.3054 1.3054 1.3114 1.3077
S2 1.2983 1.2983 1.3104
S3 1.2867 1.2938 1.3093
S4 1.2751 1.2822 1.3061
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3726 1.3637 1.3262
R3 1.3529 1.3440 1.3208
R2 1.3332 1.3332 1.3190
R1 1.3243 1.3243 1.3172 1.3189
PP 1.3135 1.3135 1.3135 1.3108
S1 1.3046 1.3046 1.3136 1.2992
S2 1.2938 1.2938 1.3118
S3 1.2741 1.2849 1.3100
S4 1.2544 1.2652 1.3046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3221 1.3027 0.0194 1.5% 0.0149 1.1% 51% False False 316,300
10 1.3237 1.2933 0.0304 2.3% 0.0144 1.1% 63% False False 306,034
20 1.3237 1.2627 0.0610 4.6% 0.0145 1.1% 82% False False 279,115
40 1.3468 1.2627 0.0841 6.4% 0.0136 1.0% 59% False False 209,255
60 1.3844 1.2627 0.1217 9.3% 0.0142 1.1% 41% False False 140,479
80 1.4231 1.2627 0.1604 12.2% 0.0150 1.1% 31% False False 105,532
100 1.4231 1.2627 0.1604 12.2% 0.0151 1.1% 31% False False 84,481
120 1.4472 1.2627 0.1845 14.1% 0.0140 1.1% 27% False False 70,406
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3637
2.618 1.3448
1.618 1.3332
1.000 1.3260
0.618 1.3216
HIGH 1.3144
0.618 1.3100
0.500 1.3086
0.382 1.3072
LOW 1.3028
0.618 1.2956
1.000 1.2912
1.618 1.2840
2.618 1.2724
4.250 1.2535
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 1.3112 1.3124
PP 1.3099 1.3123
S1 1.3086 1.3123

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

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