CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 1.2628 1.2580 -0.0048 -0.4% 1.2847
High 1.2628 1.2580 -0.0048 -0.4% 1.2847
Low 1.2584 1.2570 -0.0014 -0.1% 1.2570
Close 1.2584 1.2570 -0.0014 -0.1% 1.2570
Range 0.0044 0.0010 -0.0034 -77.3% 0.0277
ATR 0.0000 0.0061 0.0061 0.0000
Volume 4 1 -3 -75.0% 10
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.2603 1.2597 1.2576
R3 1.2593 1.2587 1.2573
R2 1.2583 1.2583 1.2572
R1 1.2577 1.2577 1.2571 1.2575
PP 1.2573 1.2573 1.2573 1.2573
S1 1.2567 1.2567 1.2569 1.2565
S2 1.2563 1.2563 1.2568
S3 1.2553 1.2557 1.2567
S4 1.2543 1.2547 1.2565
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.3493 1.3309 1.2722
R3 1.3216 1.3032 1.2646
R2 1.2939 1.2939 1.2621
R1 1.2755 1.2755 1.2595 1.2709
PP 1.2662 1.2662 1.2662 1.2639
S1 1.2478 1.2478 1.2545 1.2432
S2 1.2385 1.2385 1.2519
S3 1.2108 1.2201 1.2494
S4 1.1831 1.1924 1.2418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2847 1.2570 0.0277 2.2% 0.0023 0.2% 0% False True 2
10 1.2895 1.2570 0.0325 2.6% 0.0030 0.2% 0% False True 3
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2623
2.618 1.2606
1.618 1.2596
1.000 1.2590
0.618 1.2586
HIGH 1.2580
0.618 1.2576
0.500 1.2575
0.382 1.2574
LOW 1.2570
0.618 1.2564
1.000 1.2560
1.618 1.2554
2.618 1.2544
4.250 1.2528
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 1.2575 1.2608
PP 1.2573 1.2595
S1 1.2572 1.2583

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

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