CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 1.3282 1.3124 -0.0158 -1.2% 1.3207
High 1.3282 1.3167 -0.0115 -0.9% 1.3299
Low 1.3104 1.3086 -0.0018 -0.1% 1.3104
Close 1.3114 1.3156 0.0042 0.3% 1.3114
Range 0.0178 0.0081 -0.0097 -54.5% 0.0195
ATR 0.0121 0.0118 -0.0003 -2.4% 0.0000
Volume 32,496 38,559 6,063 18.7% 76,694
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3379 1.3349 1.3201
R3 1.3298 1.3268 1.3178
R2 1.3217 1.3217 1.3171
R1 1.3187 1.3187 1.3163 1.3202
PP 1.3136 1.3136 1.3136 1.3144
S1 1.3106 1.3106 1.3149 1.3121
S2 1.3055 1.3055 1.3141
S3 1.2974 1.3025 1.3134
S4 1.2893 1.2944 1.3111
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3757 1.3631 1.3221
R3 1.3562 1.3436 1.3168
R2 1.3367 1.3367 1.3150
R1 1.3241 1.3241 1.3132 1.3207
PP 1.3172 1.3172 1.3172 1.3155
S1 1.3046 1.3046 1.3096 1.3012
S2 1.2977 1.2977 1.3078
S3 1.2782 1.2851 1.3060
S4 1.2587 1.2656 1.3007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3299 1.3086 0.0213 1.6% 0.0121 0.9% 33% False True 22,121
10 1.3492 1.3086 0.0406 3.1% 0.0114 0.9% 17% False True 13,360
20 1.3494 1.2987 0.0507 3.9% 0.0112 0.9% 33% False False 7,183
40 1.3494 1.2645 0.0849 6.5% 0.0123 0.9% 60% False False 3,775
60 1.3494 1.2645 0.0849 6.5% 0.0114 0.9% 60% False False 2,594
80 1.3641 1.2645 0.0996 7.6% 0.0107 0.8% 51% False False 1,956
100 1.4188 1.2645 0.1543 11.7% 0.0092 0.7% 33% False False 1,566
120 1.4188 1.2645 0.1543 11.7% 0.0078 0.6% 33% False False 1,306
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3511
2.618 1.3379
1.618 1.3298
1.000 1.3248
0.618 1.3217
HIGH 1.3167
0.618 1.3136
0.500 1.3127
0.382 1.3117
LOW 1.3086
0.618 1.3036
1.000 1.3005
1.618 1.2955
2.618 1.2874
4.250 1.2742
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1.3146 1.3193
PP 1.3136 1.3180
S1 1.3127 1.3168

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

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