CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 1.4309 1.4210 -0.0099 -0.7% 1.4472
High 1.4309 1.4210 -0.0099 -0.7% 1.4472
Low 1.4233 1.4210 -0.0023 -0.2% 1.4210
Close 1.4246 1.4160 -0.0086 -0.6% 1.4160
Range 0.0076 0.0000 -0.0076 -100.0% 0.0262
ATR 0.0096 0.0092 -0.0004 -4.5% 0.0000
Volume 15 7 -8 -53.3% 57
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4193 1.4177 1.4160
R3 1.4193 1.4177 1.4160
R2 1.4193 1.4193 1.4160
R1 1.4177 1.4177 1.4160 1.4185
PP 1.4193 1.4193 1.4193 1.4198
S1 1.4177 1.4177 1.4160 1.4185
S2 1.4193 1.4193 1.4160
S3 1.4193 1.4177 1.4160
S4 1.4193 1.4177 1.4160
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5067 1.4875 1.4304
R3 1.4805 1.4613 1.4232
R2 1.4543 1.4543 1.4208
R1 1.4351 1.4351 1.4184 1.4316
PP 1.4281 1.4281 1.4281 1.4263
S1 1.4089 1.4089 1.4136 1.4054
S2 1.4019 1.4019 1.4112
S3 1.3757 1.3827 1.4088
S4 1.3495 1.3565 1.4016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4472 1.4210 0.0262 1.9% 0.0052 0.4% -19% False True 11
10 1.4472 1.4210 0.0262 1.9% 0.0052 0.4% -19% False True 10
20 1.4472 1.4099 0.0373 2.6% 0.0069 0.5% 16% False False 11
40 1.4472 1.3830 0.0642 4.5% 0.0061 0.4% 51% False False 9
60 1.4472 1.3830 0.0642 4.5% 0.0049 0.3% 51% False False 7
80 1.4556 1.3830 0.0726 5.1% 0.0039 0.3% 45% False False 5
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 1.4210
2.618 1.4210
1.618 1.4210
1.000 1.4210
0.618 1.4210
HIGH 1.4210
0.618 1.4210
0.500 1.4210
0.382 1.4210
LOW 1.4210
0.618 1.4210
1.000 1.4210
1.618 1.4210
2.618 1.4210
4.250 1.4210
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 1.4210 1.4310
PP 1.4193 1.4260
S1 1.4177 1.4210

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

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