CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 1.2143 1.2340 0.0197 1.6% 1.2321
High 1.2201 1.2340 0.0139 1.1% 1.2332
Low 1.2143 1.2327 0.0184 1.5% 1.2196
Close 1.2201 1.2327 0.0126 1.0% 1.2201
Range 0.0058 0.0013 -0.0045 -77.6% 0.0136
ATR 0.0075 0.0080 0.0005 6.0% 0.0000
Volume 3 6 3 100.0% 62
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2370 1.2362 1.2334
R3 1.2357 1.2349 1.2331
R2 1.2344 1.2344 1.2329
R1 1.2336 1.2336 1.2328 1.2334
PP 1.2331 1.2331 1.2331 1.2330
S1 1.2323 1.2323 1.2326 1.2321
S2 1.2318 1.2318 1.2325
S3 1.2305 1.2310 1.2323
S4 1.2292 1.2297 1.2320
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2651 1.2562 1.2276
R3 1.2515 1.2426 1.2238
R2 1.2379 1.2379 1.2226
R1 1.2290 1.2290 1.2213 1.2267
PP 1.2243 1.2243 1.2243 1.2231
S1 1.2154 1.2154 1.2189 1.2131
S2 1.2107 1.2107 1.2176
S3 1.1971 1.2018 1.2164
S4 1.1835 1.1882 1.2126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2340 1.2090 0.0250 2.0% 0.0061 0.5% 95% True False 17
10 1.2340 1.2090 0.0250 2.0% 0.0045 0.4% 95% True False 12
20 1.2720 1.2090 0.0630 5.1% 0.0056 0.5% 38% False False 10
40 1.2749 1.2090 0.0659 5.3% 0.0048 0.4% 36% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2395
2.618 1.2374
1.618 1.2361
1.000 1.2353
0.618 1.2348
HIGH 1.2340
0.618 1.2335
0.500 1.2334
0.382 1.2332
LOW 1.2327
0.618 1.2319
1.000 1.2314
1.618 1.2306
2.618 1.2293
4.250 1.2272
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 1.2334 1.2290
PP 1.2331 1.2252
S1 1.2329 1.2215

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

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