CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 1.3150 1.3081 -0.0069 -0.5% 1.3200
High 1.3192 1.3091 -0.0101 -0.8% 1.3292
Low 1.3052 1.3011 -0.0041 -0.3% 1.3097
Close 1.3073 1.3023 -0.0050 -0.4% 1.3107
Range 0.0140 0.0080 -0.0060 -42.9% 0.0195
ATR 0.0125 0.0122 -0.0003 -2.6% 0.0000
Volume 316,358 264,837 -51,521 -16.3% 1,325,932
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3282 1.3232 1.3067
R3 1.3202 1.3152 1.3045
R2 1.3122 1.3122 1.3038
R1 1.3072 1.3072 1.3030 1.3057
PP 1.3042 1.3042 1.3042 1.3034
S1 1.2992 1.2992 1.3016 1.2977
S2 1.2962 1.2962 1.3008
S3 1.2882 1.2912 1.3001
S4 1.2802 1.2832 1.2979
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3750 1.3624 1.3214
R3 1.3555 1.3429 1.3161
R2 1.3360 1.3360 1.3143
R1 1.3234 1.3234 1.3125 1.3200
PP 1.3165 1.3165 1.3165 1.3148
S1 1.3039 1.3039 1.3089 1.3005
S2 1.2970 1.2970 1.3071
S3 1.2775 1.2844 1.3053
S4 1.2580 1.2649 1.3000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3292 1.3011 0.0281 2.2% 0.0127 1.0% 4% False True 277,452
10 1.3357 1.3011 0.0346 2.7% 0.0113 0.9% 3% False True 262,593
20 1.3488 1.2975 0.0513 3.9% 0.0119 0.9% 9% False False 277,784
40 1.3488 1.2736 0.0752 5.8% 0.0128 1.0% 38% False False 285,697
60 1.3488 1.2627 0.0861 6.6% 0.0127 1.0% 46% False False 251,078
80 1.3625 1.2627 0.0998 7.7% 0.0132 1.0% 40% False False 195,707
100 1.4231 1.2627 0.1604 12.3% 0.0141 1.1% 25% False False 156,727
120 1.4231 1.2627 0.1604 12.3% 0.0145 1.1% 25% False False 130,673
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 1.3431
2.618 1.3300
1.618 1.3220
1.000 1.3171
0.618 1.3140
HIGH 1.3091
0.618 1.3060
0.500 1.3051
0.382 1.3042
LOW 1.3011
0.618 1.2962
1.000 1.2931
1.618 1.2882
2.618 1.2802
4.250 1.2671
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 1.3051 1.3102
PP 1.3042 1.3075
S1 1.3032 1.3049

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

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