CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 1.4210 1.4211 0.0001 0.0% 1.4300
High 1.4210 1.4211 0.0001 0.0% 1.4329
Low 1.4210 1.4211 0.0001 0.0% 1.4099
Close 1.4184 1.4211 0.0027 0.2% 1.4211
Range
ATR 0.0107 0.0102 -0.0006 -5.3% 0.0000
Volume 12 1 -11 -91.7% 90
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4211 1.4211 1.4211
R3 1.4211 1.4211 1.4211
R2 1.4211 1.4211 1.4211
R1 1.4211 1.4211 1.4211 1.4211
PP 1.4211 1.4211 1.4211 1.4211
S1 1.4211 1.4211 1.4211 1.4211
S2 1.4211 1.4211 1.4211
S3 1.4211 1.4211 1.4211
S4 1.4211 1.4211 1.4211
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4903 1.4787 1.4338
R3 1.4673 1.4557 1.4274
R2 1.4443 1.4443 1.4253
R1 1.4327 1.4327 1.4232 1.4270
PP 1.4213 1.4213 1.4213 1.4185
S1 1.4097 1.4097 1.4190 1.4040
S2 1.3983 1.3983 1.4169
S3 1.3753 1.3867 1.4148
S4 1.3523 1.3637 1.4085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4329 1.4099 0.0230 1.6% 0.0100 0.7% 49% False False 18
10 1.4329 1.4039 0.0290 2.0% 0.0101 0.7% 59% False False 18
20 1.4400 1.4026 0.0374 2.6% 0.0065 0.5% 49% False False 10
40 1.4404 1.3830 0.0574 4.0% 0.0050 0.4% 66% False False 6
60 1.4556 1.3830 0.0726 5.1% 0.0036 0.3% 52% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Fibonacci Retracements and Extensions
4.250 1.4211
2.618 1.4211
1.618 1.4211
1.000 1.4211
0.618 1.4211
HIGH 1.4211
0.618 1.4211
0.500 1.4211
0.382 1.4211
LOW 1.4211
0.618 1.4211
1.000 1.4211
1.618 1.4211
2.618 1.4211
4.250 1.4211
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 1.4211 1.4225
PP 1.4211 1.4220
S1 1.4211 1.4216

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

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