CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 1.3265 1.3244 -0.0021 -0.2% 1.3188
High 1.3290 1.3325 0.0035 0.3% 1.3225
Low 1.3239 1.3240 0.0001 0.0% 1.3035
Close 1.3258 1.3295 0.0037 0.3% 1.3159
Range 0.0051 0.0085 0.0034 66.7% 0.0190
ATR 0.0128 0.0125 -0.0003 -2.4% 0.0000
Volume 451 230 -221 -49.0% 2,059
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3542 1.3503 1.3342
R3 1.3457 1.3418 1.3318
R2 1.3372 1.3372 1.3311
R1 1.3333 1.3333 1.3303 1.3353
PP 1.3287 1.3287 1.3287 1.3296
S1 1.3248 1.3248 1.3287 1.3268
S2 1.3202 1.3202 1.3279
S3 1.3117 1.3163 1.3272
S4 1.3032 1.3078 1.3248
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3710 1.3624 1.3264
R3 1.3520 1.3434 1.3211
R2 1.3330 1.3330 1.3194
R1 1.3244 1.3244 1.3176 1.3192
PP 1.3140 1.3140 1.3140 1.3114
S1 1.3054 1.3054 1.3142 1.3002
S2 1.2950 1.2950 1.3124
S3 1.2760 1.2864 1.3107
S4 1.2570 1.2674 1.3055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3325 1.3039 0.0286 2.2% 0.0111 0.8% 90% True False 333
10 1.3325 1.3035 0.0290 2.2% 0.0127 1.0% 90% True False 394
20 1.3325 1.2645 0.0680 5.1% 0.0134 1.0% 96% True False 369
40 1.3325 1.2645 0.0680 5.1% 0.0117 0.9% 96% True False 296
60 1.3762 1.2645 0.1117 8.4% 0.0105 0.8% 58% False False 211
80 1.4188 1.2645 0.1543 11.6% 0.0086 0.6% 42% False False 159
100 1.4188 1.2645 0.1543 11.6% 0.0070 0.5% 42% False False 128
120 1.4458 1.2645 0.1813 13.6% 0.0059 0.4% 36% False False 107
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3686
2.618 1.3548
1.618 1.3463
1.000 1.3410
0.618 1.3378
HIGH 1.3325
0.618 1.3293
0.500 1.3283
0.382 1.3272
LOW 1.3240
0.618 1.3187
1.000 1.3155
1.618 1.3102
2.618 1.3017
4.250 1.2879
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 1.3291 1.3267
PP 1.3287 1.3240
S1 1.3283 1.3212

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

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