CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 1.2361 1.2435 0.0074 0.6% 1.2570
High 1.2453 1.2511 0.0058 0.5% 1.2625
Low 1.2288 1.2386 0.0098 0.8% 1.2288
Close 1.2413 1.2493 0.0080 0.6% 1.2413
Range 0.0165 0.0125 -0.0040 -24.2% 0.0337
ATR 0.0117 0.0117 0.0001 0.5% 0.0000
Volume 452,212 236,902 -215,310 -47.6% 1,160,600
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2838 1.2791 1.2562
R3 1.2713 1.2666 1.2527
R2 1.2588 1.2588 1.2516
R1 1.2541 1.2541 1.2504 1.2565
PP 1.2463 1.2463 1.2463 1.2475
S1 1.2416 1.2416 1.2482 1.2440
S2 1.2338 1.2338 1.2470
S3 1.2213 1.2291 1.2459
S4 1.2088 1.2166 1.2424
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3453 1.3270 1.2598
R3 1.3116 1.2933 1.2506
R2 1.2779 1.2779 1.2475
R1 1.2596 1.2596 1.2444 1.2519
PP 1.2442 1.2442 1.2442 1.2404
S1 1.2259 1.2259 1.2382 1.2182
S2 1.2105 1.2105 1.2351
S3 1.1768 1.1922 1.2320
S4 1.1431 1.1585 1.2228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2625 1.2288 0.0337 2.7% 0.0135 1.1% 61% False False 279,500
10 1.2826 1.2288 0.0538 4.3% 0.0129 1.0% 38% False False 291,233
20 1.3068 1.2288 0.0780 6.2% 0.0112 0.9% 26% False False 288,869
40 1.3287 1.2288 0.0999 8.0% 0.0104 0.8% 21% False False 258,877
60 1.3391 1.2288 0.1103 8.8% 0.0108 0.9% 19% False False 238,976
80 1.3494 1.2288 0.1206 9.7% 0.0108 0.9% 17% False False 180,145
100 1.3494 1.2288 0.1206 9.7% 0.0114 0.9% 17% False False 144,201
120 1.3494 1.2288 0.1206 9.7% 0.0111 0.9% 17% False False 120,194
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 0.0036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3042
2.618 1.2838
1.618 1.2713
1.000 1.2636
0.618 1.2588
HIGH 1.2511
0.618 1.2463
0.500 1.2449
0.382 1.2434
LOW 1.2386
0.618 1.2309
1.000 1.2261
1.618 1.2184
2.618 1.2059
4.250 1.1855
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 1.2478 1.2462
PP 1.2463 1.2431
S1 1.2449 1.2400

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

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