CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 1.3429 1.3484 0.0055 0.4% 1.3182
High 1.3429 1.3484 0.0055 0.4% 1.3491
Low 1.3429 1.3484 0.0055 0.4% 1.3182
Close 1.3429 1.3484 0.0055 0.4% 1.3491
Range
ATR 0.0058 0.0058 0.0000 -0.4% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3484 1.3484 1.3484
R3 1.3484 1.3484 1.3484
R2 1.3484 1.3484 1.3484
R1 1.3484 1.3484 1.3484 1.3484
PP 1.3484 1.3484 1.3484 1.3484
S1 1.3484 1.3484 1.3484 1.3484
S2 1.3484 1.3484 1.3484
S3 1.3484 1.3484 1.3484
S4 1.3484 1.3484 1.3484
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.4315 1.4212 1.3661
R3 1.4006 1.3903 1.3576
R2 1.3697 1.3697 1.3548
R1 1.3594 1.3594 1.3519 1.3646
PP 1.3388 1.3388 1.3388 1.3414
S1 1.3285 1.3285 1.3463 1.3337
S2 1.3079 1.3079 1.3434
S3 1.2770 1.2976 1.3406
S4 1.2461 1.2667 1.3321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3491 1.3270 0.0221 1.6% 0.0018 0.1% 97% False False 1
10 1.3491 1.3091 0.0400 3.0% 0.0018 0.1% 98% False False 3
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3484
2.618 1.3484
1.618 1.3484
1.000 1.3484
0.618 1.3484
HIGH 1.3484
0.618 1.3484
0.500 1.3484
0.382 1.3484
LOW 1.3484
0.618 1.3484
1.000 1.3484
1.618 1.3484
2.618 1.3484
4.250 1.3484
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 1.3484 1.3476
PP 1.3484 1.3468
S1 1.3484 1.3460

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

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