CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 1.3253 1.3246 -0.0007 -0.1% 1.3226
High 1.3299 1.3269 -0.0030 -0.2% 1.3226
Low 1.3233 1.3246 0.0013 0.1% 1.3023
Close 1.3261 1.3257 -0.0004 0.0% 1.3174
Range 0.0066 0.0023 -0.0043 -65.2% 0.0203
ATR 0.0084 0.0079 -0.0004 -5.2% 0.0000
Volume 2 23 21 1,050.0% 87
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3326 1.3315 1.3270
R3 1.3303 1.3292 1.3263
R2 1.3280 1.3280 1.3261
R1 1.3269 1.3269 1.3259 1.3275
PP 1.3257 1.3257 1.3257 1.3260
S1 1.3246 1.3246 1.3255 1.3252
S2 1.3234 1.3234 1.3253
S3 1.3211 1.3223 1.3251
S4 1.3188 1.3200 1.3244
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3750 1.3665 1.3286
R3 1.3547 1.3462 1.3230
R2 1.3344 1.3344 1.3211
R1 1.3259 1.3259 1.3193 1.3200
PP 1.3141 1.3141 1.3141 1.3112
S1 1.3056 1.3056 1.3155 1.2997
S2 1.2938 1.2938 1.3137
S3 1.2735 1.2853 1.3118
S4 1.2532 1.2650 1.3062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3299 1.3023 0.0276 2.1% 0.0080 0.6% 85% False False 20
10 1.3310 1.3023 0.0287 2.2% 0.0054 0.4% 82% False False 13
20 1.3310 1.2982 0.0328 2.5% 0.0055 0.4% 84% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3367
2.618 1.3329
1.618 1.3306
1.000 1.3292
0.618 1.3283
HIGH 1.3269
0.618 1.3260
0.500 1.3258
0.382 1.3255
LOW 1.3246
0.618 1.3232
1.000 1.3223
1.618 1.3209
2.618 1.3186
4.250 1.3148
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 1.3258 1.3245
PP 1.3257 1.3233
S1 1.3257 1.3222

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

View Archives - Comment on this page... - Back to Index of Symbols