CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 1.3246 1.3306 0.0060 0.5% 1.3226
High 1.3269 1.3360 0.0091 0.7% 1.3226
Low 1.3246 1.3306 0.0060 0.5% 1.3023
Close 1.3257 1.3353 0.0096 0.7% 1.3174
Range 0.0023 0.0054 0.0031 134.8% 0.0203
ATR 0.0079 0.0081 0.0002 2.1% 0.0000
Volume 23 4 -19 -82.6% 87
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3502 1.3481 1.3383
R3 1.3448 1.3427 1.3368
R2 1.3394 1.3394 1.3363
R1 1.3373 1.3373 1.3358 1.3384
PP 1.3340 1.3340 1.3340 1.3345
S1 1.3319 1.3319 1.3348 1.3330
S2 1.3286 1.3286 1.3343
S3 1.3232 1.3265 1.3338
S4 1.3178 1.3211 1.3323
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 1.3360 1.3023 0.0337 2.5% 0.0067 0.5% 98% True False 19
10 1.3360 1.3023 0.0337 2.5% 0.0056 0.4% 98% True False 12
20 1.3360 1.3023 0.0337 2.5% 0.0052 0.4% 98% True False 9
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3590
2.618 1.3501
1.618 1.3447
1.000 1.3414
0.618 1.3393
HIGH 1.3360
0.618 1.3339
0.500 1.3333
0.382 1.3327
LOW 1.3306
0.618 1.3273
1.000 1.3252
1.618 1.3219
2.618 1.3165
4.250 1.3077
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 1.3346 1.3334
PP 1.3340 1.3315
S1 1.3333 1.3297

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

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