CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 1.2680 1.2588 -0.0092 -0.7% 1.2885
High 1.2689 1.2622 -0.0067 -0.5% 1.2907
Low 1.2546 1.2516 -0.0030 -0.2% 1.2644
Close 1.2574 1.2526 -0.0048 -0.4% 1.2739
Range 0.0143 0.0106 -0.0037 -25.9% 0.0263
ATR 0.0110 0.0109 0.0000 -0.2% 0.0000
Volume 388,094 342,451 -45,643 -11.8% 1,591,140
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 1.2873 1.2805 1.2584
R3 1.2767 1.2699 1.2555
R2 1.2661 1.2661 1.2545
R1 1.2593 1.2593 1.2536 1.2574
PP 1.2555 1.2555 1.2555 1.2545
S1 1.2487 1.2487 1.2516 1.2468
S2 1.2449 1.2449 1.2507
S3 1.2343 1.2381 1.2497
S4 1.2237 1.2275 1.2468
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3552 1.3409 1.2884
R3 1.3289 1.3146 1.2811
R2 1.3026 1.3026 1.2787
R1 1.2883 1.2883 1.2763 1.2823
PP 1.2763 1.2763 1.2763 1.2734
S1 1.2620 1.2620 1.2715 1.2560
S2 1.2500 1.2500 1.2691
S3 1.2237 1.2357 1.2667
S4 1.1974 1.2094 1.2594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2826 1.2516 0.0310 2.5% 0.0132 1.1% 3% False True 307,489
10 1.2959 1.2516 0.0443 3.5% 0.0111 0.9% 2% False True 304,584
20 1.3287 1.2516 0.0771 6.2% 0.0101 0.8% 1% False True 267,520
40 1.3387 1.2516 0.0871 7.0% 0.0102 0.8% 1% False True 254,395
60 1.3391 1.2516 0.0875 7.0% 0.0105 0.8% 1% False True 211,986
80 1.3494 1.2516 0.0978 7.8% 0.0108 0.9% 1% False True 159,225
100 1.3494 1.2516 0.0978 7.8% 0.0112 0.9% 1% False True 127,455
120 1.3555 1.2516 0.1039 8.3% 0.0109 0.9% 1% False True 106,234
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 0.0029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3073
2.618 1.2900
1.618 1.2794
1.000 1.2728
0.618 1.2688
HIGH 1.2622
0.618 1.2582
0.500 1.2569
0.382 1.2556
LOW 1.2516
0.618 1.2450
1.000 1.2410
1.618 1.2344
2.618 1.2238
4.250 1.2066
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 1.2569 1.2668
PP 1.2555 1.2620
S1 1.2540 1.2573

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

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