CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 1.3317 1.3200 -0.0117 -0.9% 1.3460
High 1.3334 1.3243 -0.0091 -0.7% 1.3487
Low 1.3188 1.3161 -0.0027 -0.2% 1.3188
Close 1.3206 1.3227 0.0021 0.2% 1.3206
Range 0.0146 0.0082 -0.0064 -43.8% 0.0299
ATR 0.0129 0.0125 -0.0003 -2.6% 0.0000
Volume 255,366 217,913 -37,453 -14.7% 1,343,933
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3456 1.3424 1.3272
R3 1.3374 1.3342 1.3250
R2 1.3292 1.3292 1.3242
R1 1.3260 1.3260 1.3235 1.3276
PP 1.3210 1.3210 1.3210 1.3219
S1 1.3178 1.3178 1.3219 1.3194
S2 1.3128 1.3128 1.3212
S3 1.3046 1.3096 1.3204
S4 1.2964 1.3014 1.3182
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.4191 1.3997 1.3370
R3 1.3892 1.3698 1.3288
R2 1.3593 1.3593 1.3261
R1 1.3399 1.3399 1.3233 1.3347
PP 1.3294 1.3294 1.3294 1.3267
S1 1.3100 1.3100 1.3179 1.3048
S2 1.2995 1.2995 1.3151
S3 1.2696 1.2801 1.3124
S4 1.2397 1.2502 1.3042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3487 1.3161 0.0326 2.5% 0.0112 0.8% 20% False True 261,190
10 1.3488 1.3159 0.0329 2.5% 0.0114 0.9% 21% False False 274,185
20 1.3488 1.2975 0.0513 3.9% 0.0120 0.9% 49% False False 280,023
40 1.3488 1.2627 0.0861 6.5% 0.0133 1.0% 70% False False 278,339
60 1.3488 1.2627 0.0861 6.5% 0.0131 1.0% 70% False False 228,436
80 1.3845 1.2627 0.1218 9.2% 0.0137 1.0% 49% False False 171,925
100 1.4231 1.2627 0.1604 12.1% 0.0144 1.1% 37% False False 137,679
120 1.4231 1.2627 0.1604 12.1% 0.0146 1.1% 37% False False 114,776
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 False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3592
2.618 1.3458
1.618 1.3376
1.000 1.3325
0.618 1.3294
HIGH 1.3243
0.618 1.3212
0.500 1.3202
0.382 1.3192
LOW 1.3161
0.618 1.3110
1.000 1.3079
1.618 1.3028
2.618 1.2946
4.250 1.2813
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 1.3219 1.3259
PP 1.3210 1.3248
S1 1.3202 1.3238

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

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