CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 1.3229 1.3220 -0.0009 -0.1% 1.3124
High 1.3292 1.3261 -0.0031 -0.2% 1.3199
Low 1.3185 1.3140 -0.0045 -0.3% 1.3009
Close 1.3210 1.3188 -0.0022 -0.2% 1.3179
Range 0.0107 0.0121 0.0014 13.1% 0.0190
ATR 0.0116 0.0116 0.0000 0.3% 0.0000
Volume 233,296 240,243 6,947 3.0% 643,075
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3559 1.3495 1.3255
R3 1.3438 1.3374 1.3221
R2 1.3317 1.3317 1.3210
R1 1.3253 1.3253 1.3199 1.3225
PP 1.3196 1.3196 1.3196 1.3182
S1 1.3132 1.3132 1.3177 1.3104
S2 1.3075 1.3075 1.3166
S3 1.2954 1.3011 1.3155
S4 1.2833 1.2890 1.3121
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3699 1.3629 1.3284
R3 1.3509 1.3439 1.3231
R2 1.3319 1.3319 1.3214
R1 1.3249 1.3249 1.3196 1.3284
PP 1.3129 1.3129 1.3129 1.3147
S1 1.3059 1.3059 1.3162 1.3094
S2 1.2939 1.2939 1.3144
S3 1.2749 1.2869 1.3127
S4 1.2559 1.2679 1.3075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3292 1.3055 0.0237 1.8% 0.0115 0.9% 56% False False 229,691
10 1.3292 1.3009 0.0283 2.1% 0.0117 0.9% 63% False False 157,445
20 1.3494 1.3009 0.0485 3.7% 0.0114 0.9% 37% False False 82,022
40 1.3494 1.2987 0.0507 3.8% 0.0115 0.9% 40% False False 41,294
60 1.3494 1.2645 0.0849 6.4% 0.0117 0.9% 64% False False 27,630
80 1.3555 1.2645 0.0910 6.9% 0.0110 0.8% 60% False False 20,747
100 1.4165 1.2645 0.1520 11.5% 0.0101 0.8% 36% False False 16,600
120 1.4188 1.2645 0.1543 11.7% 0.0084 0.6% 35% False False 13,834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3775
2.618 1.3578
1.618 1.3457
1.000 1.3382
0.618 1.3336
HIGH 1.3261
0.618 1.3215
0.500 1.3201
0.382 1.3186
LOW 1.3140
0.618 1.3065
1.000 1.3019
1.618 1.2944
2.618 1.2823
4.250 1.2626
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 1.3201 1.3216
PP 1.3196 1.3207
S1 1.3192 1.3197

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

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