CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 1.2432 1.2449 0.0017 0.1% 1.2271
High 1.2432 1.2449 0.0017 0.1% 1.2417
Low 1.2432 1.2449 0.0017 0.1% 1.2204
Close 1.2432 1.2449 0.0017 0.1% 1.2412
Range
ATR 0.0088 0.0082 -0.0005 -5.8% 0.0000
Volume 2 2 0 0.0% 32
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2449 1.2449 1.2449
R3 1.2449 1.2449 1.2449
R2 1.2449 1.2449 1.2449
R1 1.2449 1.2449 1.2449 1.2449
PP 1.2449 1.2449 1.2449 1.2449
S1 1.2449 1.2449 1.2449 1.2449
S2 1.2449 1.2449 1.2449
S3 1.2449 1.2449 1.2449
S4 1.2449 1.2449 1.2449
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2983 1.2911 1.2529
R3 1.2770 1.2698 1.2471
R2 1.2557 1.2557 1.2451
R1 1.2485 1.2485 1.2432 1.2521
PP 1.2344 1.2344 1.2344 1.2363
S1 1.2272 1.2272 1.2392 1.2308
S2 1.2131 1.2131 1.2373
S3 1.1918 1.2059 1.2353
S4 1.1705 1.1846 1.2295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2449 1.2204 0.0245 2.0% 0.0035 0.3% 100% True False 3
10 1.2449 1.2143 0.0306 2.5% 0.0037 0.3% 100% True False 7
20 1.2449 1.2090 0.0359 2.9% 0.0040 0.3% 100% True False 9
40 1.2749 1.2090 0.0659 5.3% 0.0047 0.4% 54% False False 8
60 1.2895 1.2090 0.0805 6.5% 0.0044 0.4% 45% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Fibonacci Retracements and Extensions
4.250 1.2449
2.618 1.2449
1.618 1.2449
1.000 1.2449
0.618 1.2449
HIGH 1.2449
0.618 1.2449
0.500 1.2449
0.382 1.2449
LOW 1.2449
0.618 1.2449
1.000 1.2449
1.618 1.2449
2.618 1.2449
4.250 1.2449
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 1.2449 1.2443
PP 1.2449 1.2437
S1 1.2449 1.2431

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

View Archives - Comment on this page... - Back to Index of Symbols