CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 1.2933 1.2940 0.0007 0.1% 1.3101
High 1.2995 1.3020 0.0025 0.2% 1.3107
Low 1.2897 1.2939 0.0042 0.3% 1.2897
Close 1.2965 1.2986 0.0021 0.2% 1.2986
Range 0.0098 0.0081 -0.0017 -17.3% 0.0210
ATR 0.0101 0.0100 -0.0001 -1.4% 0.0000
Volume 378 259 -119 -31.5% 666
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3225 1.3186 1.3031
R3 1.3144 1.3105 1.3008
R2 1.3063 1.3063 1.3001
R1 1.3024 1.3024 1.2993 1.3044
PP 1.2982 1.2982 1.2982 1.2991
S1 1.2943 1.2943 1.2979 1.2963
S2 1.2901 1.2901 1.2971
S3 1.2820 1.2862 1.2964
S4 1.2739 1.2781 1.2941
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3627 1.3516 1.3102
R3 1.3417 1.3306 1.3044
R2 1.3207 1.3207 1.3025
R1 1.3096 1.3096 1.3005 1.3047
PP 1.2997 1.2997 1.2997 1.2972
S1 1.2886 1.2886 1.2967 1.2837
S2 1.2787 1.2787 1.2948
S3 1.2577 1.2676 1.2928
S4 1.2367 1.2466 1.2871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3110 1.2897 0.0213 1.6% 0.0077 0.6% 42% False False 143
10 1.3237 1.2897 0.0340 2.6% 0.0090 0.7% 26% False False 162
20 1.3555 1.2897 0.0658 5.1% 0.0092 0.7% 14% False False 127
40 1.3843 1.2897 0.0946 7.3% 0.0085 0.7% 9% False False 71
60 1.4188 1.2897 0.1291 9.9% 0.0058 0.4% 7% False False 48
80 1.4188 1.2897 0.1291 9.9% 0.0045 0.3% 7% False False 37
100 1.4458 1.2897 0.1561 12.0% 0.0038 0.3% 6% False False 30
Crabel Price Patterns
NR True
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3364
2.618 1.3232
1.618 1.3151
1.000 1.3101
0.618 1.3070
HIGH 1.3020
0.618 1.2989
0.500 1.2980
0.382 1.2970
LOW 1.2939
0.618 1.2889
1.000 1.2858
1.618 1.2808
2.618 1.2727
4.250 1.2595
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 1.2984 1.3002
PP 1.2982 1.2997
S1 1.2980 1.2991

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

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