CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 1.3335 1.3322 -0.0013 -0.1% 1.3470
High 1.3362 1.3338 -0.0024 -0.2% 1.3492
Low 1.3291 1.3197 -0.0094 -0.7% 1.3197
Close 1.3323 1.3214 -0.0109 -0.8% 1.3214
Range 0.0071 0.0141 0.0070 98.6% 0.0295
ATR 0.0118 0.0119 0.0002 1.4% 0.0000
Volume 6,100 6,009 -91 -1.5% 20,376
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3673 1.3584 1.3292
R3 1.3532 1.3443 1.3253
R2 1.3391 1.3391 1.3240
R1 1.3302 1.3302 1.3227 1.3276
PP 1.3250 1.3250 1.3250 1.3237
S1 1.3161 1.3161 1.3201 1.3135
S2 1.3109 1.3109 1.3188
S3 1.2968 1.3020 1.3175
S4 1.2827 1.2879 1.3136
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.4186 1.3995 1.3376
R3 1.3891 1.3700 1.3295
R2 1.3596 1.3596 1.3268
R1 1.3405 1.3405 1.3241 1.3353
PP 1.3301 1.3301 1.3301 1.3275
S1 1.3110 1.3110 1.3187 1.3058
S2 1.3006 1.3006 1.3160
S3 1.2711 1.2815 1.3133
S4 1.2416 1.2520 1.3052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3492 1.3197 0.0295 2.2% 0.0113 0.9% 6% False True 4,075
10 1.3494 1.3130 0.0364 2.8% 0.0105 0.8% 23% False False 2,545
20 1.3494 1.2987 0.0507 3.8% 0.0111 0.8% 45% False False 1,514
40 1.3494 1.2645 0.0849 6.4% 0.0122 0.9% 67% False False 958
60 1.3494 1.2645 0.0849 6.4% 0.0111 0.8% 67% False False 683
80 1.3843 1.2645 0.1198 9.1% 0.0106 0.8% 47% False False 516
100 1.4188 1.2645 0.1543 11.7% 0.0085 0.6% 37% False False 414
120 1.4188 1.2645 0.1543 11.7% 0.0072 0.5% 37% False False 345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3937
2.618 1.3707
1.618 1.3566
1.000 1.3479
0.618 1.3425
HIGH 1.3338
0.618 1.3284
0.500 1.3268
0.382 1.3251
LOW 1.3197
0.618 1.3110
1.000 1.3056
1.618 1.2969
2.618 1.2828
4.250 1.2598
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 1.3268 1.3345
PP 1.3250 1.3301
S1 1.3232 1.3258

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

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