CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 1.3460 1.3394 -0.0066 -0.5% 1.3206
High 1.3473 1.3473 0.0000 0.0% 1.3488
Low 1.3367 1.3390 0.0023 0.2% 1.3159
Close 1.3398 1.3458 0.0060 0.4% 1.3460
Range 0.0106 0.0083 -0.0023 -21.7% 0.0329
ATR 0.0132 0.0128 -0.0003 -2.6% 0.0000
Volume 255,894 247,496 -8,398 -3.3% 1,180,004
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3689 1.3657 1.3504
R3 1.3606 1.3574 1.3481
R2 1.3523 1.3523 1.3473
R1 1.3491 1.3491 1.3466 1.3507
PP 1.3440 1.3440 1.3440 1.3449
S1 1.3408 1.3408 1.3450 1.3424
S2 1.3357 1.3357 1.3443
S3 1.3274 1.3325 1.3435
S4 1.3191 1.3242 1.3412
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.4356 1.4237 1.3641
R3 1.4027 1.3908 1.3550
R2 1.3698 1.3698 1.3520
R1 1.3579 1.3579 1.3490 1.3639
PP 1.3369 1.3369 1.3369 1.3399
S1 1.3250 1.3250 1.3430 1.3310
S2 1.3040 1.3040 1.3400
S3 1.2711 1.2921 1.3370
S4 1.2382 1.2592 1.3279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3488 1.3212 0.0276 2.1% 0.0105 0.8% 89% False False 262,119
10 1.3488 1.2975 0.0513 3.8% 0.0121 0.9% 94% False False 286,661
20 1.3488 1.2975 0.0513 3.8% 0.0128 1.0% 94% False False 292,401
40 1.3488 1.2627 0.0861 6.4% 0.0133 1.0% 97% False False 269,897
60 1.3550 1.2627 0.0923 6.9% 0.0131 1.0% 90% False False 211,214
80 1.3874 1.2627 0.1247 9.3% 0.0139 1.0% 67% False False 158,751
100 1.4231 1.2627 0.1604 11.9% 0.0147 1.1% 52% False False 127,122
120 1.4231 1.2627 0.1604 11.9% 0.0147 1.1% 52% False False 105,960
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3826
2.618 1.3690
1.618 1.3607
1.000 1.3556
0.618 1.3524
HIGH 1.3473
0.618 1.3441
0.500 1.3432
0.382 1.3422
LOW 1.3390
0.618 1.3339
1.000 1.3307
1.618 1.3256
2.618 1.3173
4.250 1.3037
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 1.3449 1.3446
PP 1.3440 1.3435
S1 1.3432 1.3423

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

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