CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 1.3062 1.3004 -0.0058 -0.4% 1.3247
High 1.3067 1.3009 -0.0058 -0.4% 1.3287
Low 1.2984 1.2913 -0.0071 -0.5% 1.3082
Close 1.3030 1.2948 -0.0082 -0.6% 1.3089
Range 0.0083 0.0096 0.0013 15.7% 0.0205
ATR 0.0100 0.0101 0.0001 1.2% 0.0000
Volume 263,123 326,402 63,279 24.0% 1,026,183
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 1.3245 1.3192 1.3001
R3 1.3149 1.3096 1.2974
R2 1.3053 1.3053 1.2966
R1 1.3000 1.3000 1.2957 1.2979
PP 1.2957 1.2957 1.2957 1.2946
S1 1.2904 1.2904 1.2939 1.2883
S2 1.2861 1.2861 1.2930
S3 1.2765 1.2808 1.2922
S4 1.2669 1.2712 1.2895
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.3768 1.3633 1.3202
R3 1.3563 1.3428 1.3145
R2 1.3358 1.3358 1.3127
R1 1.3223 1.3223 1.3108 1.3188
PP 1.3153 1.3153 1.3153 1.3135
S1 1.3018 1.3018 1.3070 1.2983
S2 1.2948 1.2948 1.3051
S3 1.2743 1.2813 1.3033
S4 1.2538 1.2608 1.2976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3183 1.2913 0.0270 2.1% 0.0095 0.7% 13% False True 255,915
10 1.3287 1.2913 0.0374 2.9% 0.0091 0.7% 9% False True 228,310
20 1.3287 1.2913 0.0374 2.9% 0.0096 0.7% 9% False True 238,730
40 1.3391 1.2913 0.0478 3.7% 0.0103 0.8% 7% False True 230,088
60 1.3494 1.2913 0.0581 4.5% 0.0107 0.8% 6% False True 157,384
80 1.3494 1.2658 0.0836 6.5% 0.0111 0.9% 35% False False 118,132
100 1.3494 1.2645 0.0849 6.6% 0.0110 0.9% 36% False False 94,553
120 1.3555 1.2645 0.0910 7.0% 0.0106 0.8% 33% False False 78,802
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3417
2.618 1.3260
1.618 1.3164
1.000 1.3105
0.618 1.3068
HIGH 1.3009
0.618 1.2972
0.500 1.2961
0.382 1.2950
LOW 1.2913
0.618 1.2854
1.000 1.2817
1.618 1.2758
2.618 1.2662
4.250 1.2505
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 1.2961 1.2991
PP 1.2957 1.2976
S1 1.2952 1.2962

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

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