CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 1.3410 1.3361 -0.0049 -0.4% 1.3390
High 1.3423 1.3407 -0.0016 -0.1% 1.3555
Low 1.3391 1.3341 -0.0050 -0.4% 1.3341
Close 1.3423 1.3407 -0.0016 -0.1% 1.3420
Range 0.0032 0.0066 0.0034 106.3% 0.0214
ATR 0.0103 0.0102 -0.0002 -1.5% 0.0000
Volume 18 22 4 22.2% 123
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3583 1.3561 1.3443
R3 1.3517 1.3495 1.3425
R2 1.3451 1.3451 1.3419
R1 1.3429 1.3429 1.3413 1.3440
PP 1.3385 1.3385 1.3385 1.3391
S1 1.3363 1.3363 1.3401 1.3374
S2 1.3319 1.3319 1.3395
S3 1.3253 1.3297 1.3389
S4 1.3187 1.3231 1.3371
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.4081 1.3964 1.3538
R3 1.3867 1.3750 1.3479
R2 1.3653 1.3653 1.3459
R1 1.3536 1.3536 1.3440 1.3595
PP 1.3439 1.3439 1.3439 1.3468
S1 1.3322 1.3322 1.3400 1.3381
S2 1.3225 1.3225 1.3381
S3 1.3011 1.3108 1.3361
S4 1.2797 1.2894 1.3302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3555 1.3341 0.0214 1.6% 0.0081 0.6% 31% False True 21
10 1.3555 1.3260 0.0295 2.2% 0.0089 0.7% 50% False False 18
20 1.3785 1.3260 0.0525 3.9% 0.0088 0.7% 28% False False 16
40 1.4188 1.3260 0.0928 6.9% 0.0049 0.4% 16% False False 10
60 1.4188 1.3221 0.0967 7.2% 0.0035 0.3% 19% False False 8
80 1.4458 1.3221 0.1237 9.2% 0.0029 0.2% 15% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3688
2.618 1.3580
1.618 1.3514
1.000 1.3473
0.618 1.3448
HIGH 1.3407
0.618 1.3382
0.500 1.3374
0.382 1.3366
LOW 1.3341
0.618 1.3300
1.000 1.3275
1.618 1.3234
2.618 1.3168
4.250 1.3061
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 1.3396 1.3415
PP 1.3385 1.3412
S1 1.3374 1.3410

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

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