CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 1.2580 1.2541 -0.0039 -0.3% 1.2384
High 1.2582 1.2541 -0.0041 -0.3% 1.2608
Low 1.2561 1.2541 -0.0020 -0.2% 1.2384
Close 1.2561 1.2541 -0.0020 -0.2% 1.2553
Range 0.0021 0.0000 -0.0021 -100.0% 0.0224
ATR 0.0060 0.0057 -0.0003 -4.8% 0.0000
Volume 29 11 -18 -62.1% 42
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2541 1.2541 1.2541
R3 1.2541 1.2541 1.2541
R2 1.2541 1.2541 1.2541
R1 1.2541 1.2541 1.2541 1.2541
PP 1.2541 1.2541 1.2541 1.2541
S1 1.2541 1.2541 1.2541 1.2541
S2 1.2541 1.2541 1.2541
S3 1.2541 1.2541 1.2541
S4 1.2541 1.2541 1.2541
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3187 1.3094 1.2676
R3 1.2963 1.2870 1.2615
R2 1.2739 1.2739 1.2594
R1 1.2646 1.2646 1.2574 1.2693
PP 1.2515 1.2515 1.2515 1.2538
S1 1.2422 1.2422 1.2532 1.2469
S2 1.2291 1.2291 1.2512
S3 1.2067 1.2198 1.2491
S4 1.1843 1.1974 1.2430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2596 1.2537 0.0059 0.5% 0.0006 0.1% 7% False False 22
10 1.2608 1.2350 0.0258 2.1% 0.0018 0.1% 74% False False 14
20 1.2608 1.2300 0.0308 2.5% 0.0017 0.1% 78% False False 8
40 1.2608 1.2090 0.0518 4.1% 0.0034 0.3% 87% False False 10
60 1.2749 1.2090 0.0659 5.3% 0.0040 0.3% 68% False False 8
80 1.3000 1.2090 0.0910 7.3% 0.0038 0.3% 50% False False 7
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2541
2.618 1.2541
1.618 1.2541
1.000 1.2541
0.618 1.2541
HIGH 1.2541
0.618 1.2541
0.500 1.2541
0.382 1.2541
LOW 1.2541
0.618 1.2541
1.000 1.2541
1.618 1.2541
2.618 1.2541
4.250 1.2541
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 1.2541 1.2569
PP 1.2541 1.2559
S1 1.2541 1.2550

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

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