CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 1.3063 1.3131 0.0068 0.5% 1.3243
High 1.3152 1.3202 0.0050 0.4% 1.3283
Low 1.2987 1.3130 0.0143 1.1% 1.2987
Close 1.3147 1.3165 0.0018 0.1% 1.3165
Range 0.0165 0.0072 -0.0093 -56.4% 0.0296
ATR 0.0127 0.0123 -0.0004 -3.1% 0.0000
Volume 848 1,232 384 45.3% 4,188
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3382 1.3345 1.3205
R3 1.3310 1.3273 1.3185
R2 1.3238 1.3238 1.3178
R1 1.3201 1.3201 1.3172 1.3220
PP 1.3166 1.3166 1.3166 1.3175
S1 1.3129 1.3129 1.3158 1.3148
S2 1.3094 1.3094 1.3152
S3 1.3022 1.3057 1.3145
S4 1.2950 1.2985 1.3125
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.4033 1.3895 1.3328
R3 1.3737 1.3599 1.3246
R2 1.3441 1.3441 1.3219
R1 1.3303 1.3303 1.3192 1.3224
PP 1.3145 1.3145 1.3145 1.3106
S1 1.3007 1.3007 1.3138 1.2928
S2 1.2849 1.2849 1.3111
S3 1.2553 1.2711 1.3084
S4 1.2257 1.2415 1.3002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3283 1.2987 0.0296 2.2% 0.0115 0.9% 60% False False 837
10 1.3325 1.2987 0.0338 2.6% 0.0111 0.8% 53% False False 592
20 1.3325 1.2902 0.0423 3.2% 0.0124 0.9% 62% False False 473
40 1.3325 1.2645 0.0680 5.2% 0.0119 0.9% 76% False False 385
60 1.3555 1.2645 0.0910 6.9% 0.0109 0.8% 57% False False 282
80 1.4188 1.2645 0.1543 11.7% 0.0095 0.7% 34% False False 214
100 1.4188 1.2645 0.1543 11.7% 0.0076 0.6% 34% False False 172
120 1.4458 1.2645 0.1813 13.8% 0.0064 0.5% 29% False False 144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3508
2.618 1.3390
1.618 1.3318
1.000 1.3274
0.618 1.3246
HIGH 1.3202
0.618 1.3174
0.500 1.3166
0.382 1.3158
LOW 1.3130
0.618 1.3086
1.000 1.3058
1.618 1.3014
2.618 1.2942
4.250 1.2824
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 1.3166 1.3142
PP 1.3166 1.3118
S1 1.3165 1.3095

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

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