CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 1.2646 1.2628 -0.0018 -0.1% 1.2871
High 1.2646 1.2628 -0.0018 -0.1% 1.2895
Low 1.2617 1.2584 -0.0033 -0.3% 1.2736
Close 1.2632 1.2584 -0.0048 -0.4% 1.2798
Range 0.0029 0.0044 0.0015 51.7% 0.0159
ATR
Volume 1 4 3 300.0% 23
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 1.2731 1.2701 1.2608
R3 1.2687 1.2657 1.2596
R2 1.2643 1.2643 1.2592
R1 1.2613 1.2613 1.2588 1.2606
PP 1.2599 1.2599 1.2599 1.2595
S1 1.2569 1.2569 1.2580 1.2562
S2 1.2555 1.2555 1.2576
S3 1.2511 1.2525 1.2572
S4 1.2467 1.2481 1.2560
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 1.2584 0.0263 2.1% 0.0031 0.2% 0% False True 2
10 1.2968 1.2584 0.0384 3.1% 0.0029 0.2% 0% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2815
2.618 1.2743
1.618 1.2699
1.000 1.2672
0.618 1.2655
HIGH 1.2628
0.618 1.2611
0.500 1.2606
0.382 1.2601
LOW 1.2584
0.618 1.2557
1.000 1.2540
1.618 1.2513
2.618 1.2469
4.250 1.2397
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 1.2606 1.2680
PP 1.2599 1.2648
S1 1.2591 1.2616

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

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