CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 1.2742 1.2646 -0.0096 -0.8% 1.2871
High 1.2775 1.2646 -0.0129 -1.0% 1.2895
Low 1.2742 1.2617 -0.0125 -1.0% 1.2736
Close 1.2775 1.2632 -0.0143 -1.1% 1.2798
Range 0.0033 0.0029 -0.0004 -12.1% 0.0159
ATR
Volume 2 1 -1 -50.0% 23
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 1.2719 1.2704 1.2648
R3 1.2690 1.2675 1.2640
R2 1.2661 1.2661 1.2637
R1 1.2646 1.2646 1.2635 1.2639
PP 1.2632 1.2632 1.2632 1.2628
S1 1.2617 1.2617 1.2629 1.2610
S2 1.2603 1.2603 1.2627
S3 1.2574 1.2588 1.2624
S4 1.2545 1.2559 1.2616
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3287 1.3201 1.2885
R3 1.3128 1.3042 1.2842
R2 1.2969 1.2969 1.2827
R1 1.2883 1.2883 1.2813 1.2847
PP 1.2810 1.2810 1.2810 1.2791
S1 1.2724 1.2724 1.2783 1.2688
S2 1.2651 1.2651 1.2769
S3 1.2492 1.2565 1.2754
S4 1.2333 1.2406 1.2711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2847 1.2617 0.0230 1.8% 0.0022 0.2% 7% False True 2
10 1.3000 1.2617 0.0383 3.0% 0.0025 0.2% 4% False True 4
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2769
2.618 1.2722
1.618 1.2693
1.000 1.2675
0.618 1.2664
HIGH 1.2646
0.618 1.2635
0.500 1.2632
0.382 1.2628
LOW 1.2617
0.618 1.2599
1.000 1.2588
1.618 1.2570
2.618 1.2541
4.250 1.2494
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 1.2632 1.2732
PP 1.2632 1.2699
S1 1.2632 1.2665

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

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