CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 1.3360 1.3322 -0.0038 -0.3% 1.3185
High 1.3391 1.3379 -0.0012 -0.1% 1.3300
Low 1.3319 1.3282 -0.0037 -0.3% 1.3140
Close 1.3341 1.3328 -0.0013 -0.1% 1.3270
Range 0.0072 0.0097 0.0025 34.7% 0.0160
ATR 0.0117 0.0115 -0.0001 -1.2% 0.0000
Volume 182,079 238,467 56,388 31.0% 1,136,188
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3621 1.3571 1.3381
R3 1.3524 1.3474 1.3355
R2 1.3427 1.3427 1.3346
R1 1.3377 1.3377 1.3337 1.3402
PP 1.3330 1.3330 1.3330 1.3342
S1 1.3280 1.3280 1.3319 1.3305
S2 1.3233 1.3233 1.3310
S3 1.3136 1.3183 1.3301
S4 1.3039 1.3086 1.3275
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3717 1.3653 1.3358
R3 1.3557 1.3493 1.3314
R2 1.3397 1.3397 1.3299
R1 1.3333 1.3333 1.3285 1.3365
PP 1.3237 1.3237 1.3237 1.3253
S1 1.3173 1.3173 1.3255 1.3205
S2 1.3077 1.3077 1.3241
S3 1.2917 1.3013 1.3226
S4 1.2757 1.2853 1.3182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3391 1.3140 0.0251 1.9% 0.0114 0.9% 75% False False 230,562
10 1.3391 1.3009 0.0382 2.9% 0.0114 0.9% 84% False False 218,595
20 1.3391 1.3009 0.0382 2.9% 0.0113 0.8% 84% False False 127,166
40 1.3494 1.2987 0.0507 3.8% 0.0114 0.9% 67% False False 64,056
60 1.3494 1.2645 0.0849 6.4% 0.0119 0.9% 80% False False 42,828
80 1.3555 1.2645 0.0910 6.8% 0.0112 0.8% 75% False False 32,153
100 1.3843 1.2645 0.1198 9.0% 0.0105 0.8% 57% False False 25,725
120 1.4188 1.2645 0.1543 11.6% 0.0088 0.7% 44% False False 21,438
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3791
2.618 1.3633
1.618 1.3536
1.000 1.3476
0.618 1.3439
HIGH 1.3379
0.618 1.3342
0.500 1.3331
0.382 1.3319
LOW 1.3282
0.618 1.3222
1.000 1.3185
1.618 1.3125
2.618 1.3028
4.250 1.2870
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 1.3331 1.3317
PP 1.3330 1.3305
S1 1.3329 1.3294

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

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