CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 1.4384 1.4344 -0.0040 -0.3% 1.4302
High 1.4384 1.4344 -0.0040 -0.3% 1.4456
Low 1.4368 1.4344 -0.0024 -0.2% 1.4284
Close 1.4358 1.4344 -0.0014 -0.1% 1.4358
Range 0.0016 0.0000 -0.0016 -100.0% 0.0172
ATR 0.0109 0.0102 -0.0007 -6.2% 0.0000
Volume 5 11 6 120.0% 40
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4344 1.4344 1.4344
R3 1.4344 1.4344 1.4344
R2 1.4344 1.4344 1.4344
R1 1.4344 1.4344 1.4344 1.4344
PP 1.4344 1.4344 1.4344 1.4344
S1 1.4344 1.4344 1.4344 1.4344
S2 1.4344 1.4344 1.4344
S3 1.4344 1.4344 1.4344
S4 1.4344 1.4344 1.4344
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4882 1.4792 1.4453
R3 1.4710 1.4620 1.4405
R2 1.4538 1.4538 1.4390
R1 1.4448 1.4448 1.4374 1.4493
PP 1.4366 1.4366 1.4366 1.4389
S1 1.4276 1.4276 1.4342 1.4321
S2 1.4194 1.4194 1.4326
S3 1.4022 1.4104 1.4311
S4 1.3850 1.3932 1.4263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4456 1.4284 0.0172 1.2% 0.0050 0.3% 35% False False 10
10 1.4456 1.4150 0.0306 2.1% 0.0067 0.5% 63% False False 12
20 1.4456 1.4039 0.0417 2.9% 0.0077 0.5% 73% False False 12
40 1.4456 1.3830 0.0626 4.4% 0.0058 0.4% 82% False False 7
60 1.4556 1.3830 0.0726 5.1% 0.0042 0.3% 71% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4344
2.618 1.4344
1.618 1.4344
1.000 1.4344
0.618 1.4344
HIGH 1.4344
0.618 1.4344
0.500 1.4344
0.382 1.4344
LOW 1.4344
0.618 1.4344
1.000 1.4344
1.618 1.4344
2.618 1.4344
4.250 1.4344
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 1.4344 1.4341
PP 1.4344 1.4337
S1 1.4344 1.4334

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

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