CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 1.2537 1.2596 0.0059 0.5% 1.2384
High 1.2537 1.2596 0.0059 0.5% 1.2608
Low 1.2537 1.2596 0.0059 0.5% 1.2384
Close 1.2537 1.2596 0.0059 0.5% 1.2553
Range
ATR 0.0063 0.0062 0.0000 -0.4% 0.0000
Volume 29 29 0 0.0% 42
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2596 1.2596 1.2596
R3 1.2596 1.2596 1.2596
R2 1.2596 1.2596 1.2596
R1 1.2596 1.2596 1.2596 1.2596
PP 1.2596 1.2596 1.2596 1.2596
S1 1.2596 1.2596 1.2596 1.2596
S2 1.2596 1.2596 1.2596
S3 1.2596 1.2596 1.2596
S4 1.2596 1.2596 1.2596
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3187 1.3094 1.2676
R3 1.2963 1.2870 1.2615
R2 1.2739 1.2739 1.2594
R1 1.2646 1.2646 1.2574 1.2693
PP 1.2515 1.2515 1.2515 1.2538
S1 1.2422 1.2422 1.2532 1.2469
S2 1.2291 1.2291 1.2512
S3 1.2067 1.2198 1.2491
S4 1.1843 1.1974 1.2430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2608 1.2507 0.0101 0.8% 0.0020 0.2% 88% False False 16
10 1.2608 1.2318 0.0290 2.3% 0.0019 0.1% 96% False False 11
20 1.2608 1.2204 0.0404 3.2% 0.0024 0.2% 97% False False 7
40 1.2654 1.2090 0.0564 4.5% 0.0038 0.3% 90% False False 9
60 1.2749 1.2090 0.0659 5.2% 0.0040 0.3% 77% False False 8
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.2596
2.618 1.2596
1.618 1.2596
1.000 1.2596
0.618 1.2596
HIGH 1.2596
0.618 1.2596
0.500 1.2596
0.382 1.2596
LOW 1.2596
0.618 1.2596
1.000 1.2596
1.618 1.2596
2.618 1.2596
4.250 1.2596
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 1.2596 1.2586
PP 1.2596 1.2576
S1 1.2596 1.2567

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

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