CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 1.3042 1.3050 0.0008 0.1% 1.3276
High 1.3072 1.3150 0.0078 0.6% 1.3276
Low 1.3010 1.3050 0.0040 0.3% 1.2997
Close 1.3036 1.3095 0.0059 0.5% 1.3048
Range 0.0062 0.0100 0.0038 61.3% 0.0279
ATR 0.0103 0.0104 0.0001 0.8% 0.0000
Volume 148 90 -58 -39.2% 764
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3398 1.3347 1.3150
R3 1.3298 1.3247 1.3123
R2 1.3198 1.3198 1.3113
R1 1.3147 1.3147 1.3104 1.3173
PP 1.3098 1.3098 1.3098 1.3111
S1 1.3047 1.3047 1.3086 1.3073
S2 1.2998 1.2998 1.3077
S3 1.2898 1.2947 1.3068
S4 1.2798 1.2847 1.3040
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3944 1.3775 1.3201
R3 1.3665 1.3496 1.3125
R2 1.3386 1.3386 1.3099
R1 1.3217 1.3217 1.3074 1.3162
PP 1.3107 1.3107 1.3107 1.3080
S1 1.2938 1.2938 1.3022 1.2883
S2 1.2828 1.2828 1.2997
S3 1.2549 1.2659 1.2971
S4 1.2270 1.2380 1.2895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3150 1.2997 0.0153 1.2% 0.0083 0.6% 64% True False 152
10 1.3440 1.2997 0.0443 3.4% 0.0091 0.7% 22% False False 138
20 1.3555 1.2997 0.0558 4.3% 0.0088 0.7% 18% False False 77
40 1.4188 1.2997 0.1191 9.1% 0.0070 0.5% 8% False False 44
60 1.4188 1.2997 0.1191 9.1% 0.0047 0.4% 8% False False 30
80 1.4458 1.2997 0.1461 11.2% 0.0037 0.3% 7% False False 23
100 1.4458 1.2997 0.1461 11.2% 0.0031 0.2% 7% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3575
2.618 1.3412
1.618 1.3312
1.000 1.3250
0.618 1.3212
HIGH 1.3150
0.618 1.3112
0.500 1.3100
0.382 1.3088
LOW 1.3050
0.618 1.2988
1.000 1.2950
1.618 1.2888
2.618 1.2788
4.250 1.2625
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 1.3100 1.3090
PP 1.3098 1.3085
S1 1.3097 1.3080

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

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