CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 1.2828 1.2735 -0.0093 -0.7% 1.3030
High 1.2871 1.2761 -0.0110 -0.9% 1.3068
Low 1.2723 1.2683 -0.0040 -0.3% 1.2906
Close 1.2736 1.2724 -0.0012 -0.1% 1.2924
Range 0.0148 0.0078 -0.0070 -47.3% 0.0162
ATR 0.0099 0.0097 -0.0001 -1.5% 0.0000
Volume 352,256 357,503 5,247 1.5% 1,273,915
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 1.2957 1.2918 1.2767
R3 1.2879 1.2840 1.2745
R2 1.2801 1.2801 1.2738
R1 1.2762 1.2762 1.2731 1.2743
PP 1.2723 1.2723 1.2723 1.2713
S1 1.2684 1.2684 1.2717 1.2665
S2 1.2645 1.2645 1.2710
S3 1.2567 1.2606 1.2703
S4 1.2489 1.2528 1.2681
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.3452 1.3350 1.3013
R3 1.3290 1.3188 1.2969
R2 1.3128 1.3128 1.2954
R1 1.3026 1.3026 1.2939 1.2996
PP 1.2966 1.2966 1.2966 1.2951
S1 1.2864 1.2864 1.2909 1.2834
S2 1.2804 1.2804 1.2894
S3 1.2642 1.2702 1.2879
S4 1.2480 1.2540 1.2835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2981 1.2683 0.0298 2.3% 0.0084 0.7% 14% False True 287,950
10 1.3183 1.2683 0.0500 3.9% 0.0090 0.7% 8% False True 271,932
20 1.3287 1.2683 0.0604 4.7% 0.0089 0.7% 7% False True 247,661
40 1.3391 1.2683 0.0708 5.6% 0.0100 0.8% 6% False True 242,742
60 1.3494 1.2683 0.0811 6.4% 0.0104 0.8% 5% False True 181,305
80 1.3494 1.2683 0.0811 6.4% 0.0108 0.9% 5% False True 136,104
100 1.3494 1.2645 0.0849 6.7% 0.0109 0.9% 9% False False 108,943
120 1.3555 1.2645 0.0910 7.2% 0.0107 0.8% 9% False False 90,799
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 1.3093
2.618 1.2965
1.618 1.2887
1.000 1.2839
0.618 1.2809
HIGH 1.2761
0.618 1.2731
0.500 1.2722
0.382 1.2713
LOW 1.2683
0.618 1.2635
1.000 1.2605
1.618 1.2557
2.618 1.2479
4.250 1.2352
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 1.2723 1.2795
PP 1.2723 1.2771
S1 1.2722 1.2748

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

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