CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 1.3298 1.3134 -0.0164 -1.2% 1.3256
High 1.3298 1.3134 -0.0164 -1.2% 1.3298
Low 1.3298 1.3134 -0.0164 -1.2% 1.3131
Close 1.3298 1.3134 -0.0164 -1.2% 1.3134
Range
ATR 0.0068 0.0075 0.0007 10.0% 0.0000
Volume 1 4 3 300.0% 17
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3134 1.3134 1.3134
R3 1.3134 1.3134 1.3134
R2 1.3134 1.3134 1.3134
R1 1.3134 1.3134 1.3134 1.3134
PP 1.3134 1.3134 1.3134 1.3134
S1 1.3134 1.3134 1.3134 1.3134
S2 1.3134 1.3134 1.3134
S3 1.3134 1.3134 1.3134
S4 1.3134 1.3134 1.3134
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3689 1.3578 1.3226
R3 1.3522 1.3411 1.3180
R2 1.3355 1.3355 1.3165
R1 1.3244 1.3244 1.3149 1.3216
PP 1.3188 1.3188 1.3188 1.3174
S1 1.3077 1.3077 1.3119 1.3049
S2 1.3021 1.3021 1.3103
S3 1.2854 1.2910 1.3088
S4 1.2687 1.2743 1.3042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3298 1.3131 0.0167 1.3% 0.0019 0.1% 2% False False 3
10 1.3484 1.3131 0.0353 2.7% 0.0027 0.2% 1% False False 6
20 1.3491 1.3091 0.0400 3.0% 0.0022 0.2% 11% False False 6
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.3134
2.618 1.3134
1.618 1.3134
1.000 1.3134
0.618 1.3134
HIGH 1.3134
0.618 1.3134
0.500 1.3134
0.382 1.3134
LOW 1.3134
0.618 1.3134
1.000 1.3134
1.618 1.3134
2.618 1.3134
4.250 1.3134
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 1.3134 1.3216
PP 1.3134 1.3189
S1 1.3134 1.3161

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

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