CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 1.3139 1.3194 0.0055 0.4% 1.3075
High 1.3232 1.3214 -0.0018 -0.1% 1.3232
Low 1.3132 1.3107 -0.0025 -0.2% 1.3000
Close 1.3219 1.3148 -0.0071 -0.5% 1.3219
Range 0.0100 0.0107 0.0007 7.0% 0.0232
ATR 0.0110 0.0111 0.0000 0.1% 0.0000
Volume 238,518 221,195 -17,323 -7.3% 1,294,845
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3477 1.3420 1.3207
R3 1.3370 1.3313 1.3177
R2 1.3263 1.3263 1.3168
R1 1.3206 1.3206 1.3158 1.3181
PP 1.3156 1.3156 1.3156 1.3144
S1 1.3099 1.3099 1.3138 1.3074
S2 1.3049 1.3049 1.3128
S3 1.2942 1.2992 1.3119
S4 1.2835 1.2885 1.3089
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3846 1.3765 1.3347
R3 1.3614 1.3533 1.3283
R2 1.3382 1.3382 1.3262
R1 1.3301 1.3301 1.3240 1.3342
PP 1.3150 1.3150 1.3150 1.3171
S1 1.3069 1.3069 1.3198 1.3110
S2 1.2918 1.2918 1.3176
S3 1.2686 1.2837 1.3155
S4 1.2454 1.2605 1.3091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3232 1.3061 0.0171 1.3% 0.0095 0.7% 51% False False 245,296
10 1.3232 1.3000 0.0232 1.8% 0.0105 0.8% 64% False False 253,403
20 1.3391 1.3000 0.0391 3.0% 0.0110 0.8% 38% False False 240,363
40 1.3492 1.3000 0.0492 3.7% 0.0112 0.8% 30% False False 167,089
60 1.3494 1.2987 0.0507 3.9% 0.0114 0.9% 32% False False 111,596
80 1.3494 1.2645 0.0849 6.5% 0.0117 0.9% 59% False False 83,779
100 1.3555 1.2645 0.0910 6.9% 0.0111 0.8% 55% False False 67,043
120 1.3916 1.2645 0.1271 9.7% 0.0103 0.8% 40% False False 55,871
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 0.0027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3669
2.618 1.3494
1.618 1.3387
1.000 1.3321
0.618 1.3280
HIGH 1.3214
0.618 1.3173
0.500 1.3161
0.382 1.3148
LOW 1.3107
0.618 1.3041
1.000 1.3000
1.618 1.2934
2.618 1.2827
4.250 1.2652
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 1.3161 1.3152
PP 1.3156 1.3151
S1 1.3152 1.3149

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

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