CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 1.3032 1.3084 0.0052 0.4% 1.3124
High 1.3126 1.3195 0.0069 0.5% 1.3199
Low 1.3009 1.3055 0.0046 0.4% 1.3009
Close 1.3102 1.3179 0.0077 0.6% 1.3179
Range 0.0117 0.0140 0.0023 19.7% 0.0190
ATR 0.0117 0.0119 0.0002 1.4% 0.0000
Volume 124,923 249,573 124,650 99.8% 643,075
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3563 1.3511 1.3256
R3 1.3423 1.3371 1.3218
R2 1.3283 1.3283 1.3205
R1 1.3231 1.3231 1.3192 1.3257
PP 1.3143 1.3143 1.3143 1.3156
S1 1.3091 1.3091 1.3166 1.3117
S2 1.3003 1.3003 1.3153
S3 1.2863 1.2951 1.3141
S4 1.2723 1.2811 1.3102
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3699 1.3629 1.3284
R3 1.3509 1.3439 1.3231
R2 1.3319 1.3319 1.3214
R1 1.3249 1.3249 1.3196 1.3284
PP 1.3129 1.3129 1.3129 1.3147
S1 1.3059 1.3059 1.3162 1.3094
S2 1.2939 1.2939 1.3144
S3 1.2749 1.2869 1.3127
S4 1.2559 1.2679 1.3075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3199 1.3009 0.0190 1.4% 0.0112 0.8% 89% False False 128,615
10 1.3299 1.3009 0.0290 2.2% 0.0116 0.9% 59% False False 71,976
20 1.3494 1.3009 0.0485 3.7% 0.0111 0.8% 35% False False 37,261
40 1.3494 1.2902 0.0592 4.5% 0.0118 0.9% 47% False False 18,845
60 1.3494 1.2645 0.0849 6.4% 0.0117 0.9% 63% False False 12,658
80 1.3555 1.2645 0.0910 6.9% 0.0109 0.8% 59% False False 9,511
100 1.4188 1.2645 0.1543 11.7% 0.0097 0.7% 35% False False 7,611
120 1.4188 1.2645 0.1543 11.7% 0.0081 0.6% 35% False False 6,343
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3790
2.618 1.3562
1.618 1.3422
1.000 1.3335
0.618 1.3282
HIGH 1.3195
0.618 1.3142
0.500 1.3125
0.382 1.3108
LOW 1.3055
0.618 1.2968
1.000 1.2915
1.618 1.2828
2.618 1.2688
4.250 1.2460
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 1.3161 1.3153
PP 1.3143 1.3128
S1 1.3125 1.3102

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

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