CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 1.3322 1.3308 -0.0014 -0.1% 1.3271
High 1.3351 1.3383 0.0032 0.2% 1.3391
Low 1.3257 1.3303 0.0046 0.3% 1.3197
Close 1.3292 1.3339 0.0047 0.4% 1.3339
Range 0.0094 0.0080 -0.0014 -14.9% 0.0194
ATR 0.0114 0.0112 -0.0002 -1.4% 0.0000
Volume 224,951 236,035 11,084 4.9% 1,136,254
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3582 1.3540 1.3383
R3 1.3502 1.3460 1.3361
R2 1.3422 1.3422 1.3354
R1 1.3380 1.3380 1.3346 1.3401
PP 1.3342 1.3342 1.3342 1.3352
S1 1.3300 1.3300 1.3332 1.3321
S2 1.3262 1.3262 1.3324
S3 1.3182 1.3220 1.3317
S4 1.3102 1.3140 1.3295
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3891 1.3809 1.3446
R3 1.3697 1.3615 1.3392
R2 1.3503 1.3503 1.3375
R1 1.3421 1.3421 1.3357 1.3462
PP 1.3309 1.3309 1.3309 1.3330
S1 1.3227 1.3227 1.3321 1.3268
S2 1.3115 1.3115 1.3303
S3 1.2921 1.3033 1.3286
S4 1.2727 1.2839 1.3232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3391 1.3197 0.0194 1.5% 0.0104 0.8% 73% False False 227,250
10 1.3391 1.3140 0.0251 1.9% 0.0106 0.8% 79% False False 227,244
20 1.3391 1.3009 0.0382 2.9% 0.0111 0.8% 86% False False 149,610
40 1.3494 1.2987 0.0507 3.8% 0.0111 0.8% 69% False False 75,562
60 1.3494 1.2645 0.0849 6.4% 0.0119 0.9% 82% False False 50,509
80 1.3494 1.2645 0.0849 6.4% 0.0111 0.8% 82% False False 37,915
100 1.3843 1.2645 0.1198 9.0% 0.0107 0.8% 58% False False 30,335
120 1.4188 1.2645 0.1543 11.6% 0.0090 0.7% 45% False False 25,280
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3723
2.618 1.3592
1.618 1.3512
1.000 1.3463
0.618 1.3432
HIGH 1.3383
0.618 1.3352
0.500 1.3343
0.382 1.3334
LOW 1.3303
0.618 1.3254
1.000 1.3223
1.618 1.3174
2.618 1.3094
4.250 1.2963
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 1.3343 1.3333
PP 1.3342 1.3326
S1 1.3340 1.3320

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

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