CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 1.2470 1.2505 0.0035 0.3% 1.2435
High 1.2530 1.2611 0.0081 0.6% 1.2627
Low 1.2443 1.2474 0.0031 0.2% 1.2386
Close 1.2501 1.2589 0.0088 0.7% 1.2507
Range 0.0087 0.0137 0.0050 57.5% 0.0241
ATR 0.0124 0.0124 0.0001 0.8% 0.0000
Volume 362,027 345,201 -16,826 -4.6% 1,500,744
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2969 1.2916 1.2664
R3 1.2832 1.2779 1.2627
R2 1.2695 1.2695 1.2614
R1 1.2642 1.2642 1.2602 1.2669
PP 1.2558 1.2558 1.2558 1.2571
S1 1.2505 1.2505 1.2576 1.2532
S2 1.2421 1.2421 1.2564
S3 1.2284 1.2368 1.2551
S4 1.2147 1.2231 1.2514
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3230 1.3109 1.2640
R3 1.2989 1.2868 1.2573
R2 1.2748 1.2748 1.2551
R1 1.2627 1.2627 1.2529 1.2688
PP 1.2507 1.2507 1.2507 1.2537
S1 1.2386 1.2386 1.2485 1.2447
S2 1.2266 1.2266 1.2463
S3 1.2025 1.2145 1.2441
S4 1.1784 1.1904 1.2374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2670 1.2435 0.0235 1.9% 0.0128 1.0% 66% False False 338,979
10 1.2670 1.2288 0.0382 3.0% 0.0130 1.0% 79% False False 336,135
20 1.2826 1.2288 0.0538 4.3% 0.0126 1.0% 56% False False 310,394
40 1.3287 1.2288 0.0999 7.9% 0.0108 0.9% 30% False False 276,090
60 1.3391 1.2288 0.1103 8.8% 0.0109 0.9% 27% False False 262,770
80 1.3494 1.2288 0.1206 9.6% 0.0110 0.9% 25% False False 209,117
100 1.3494 1.2288 0.1206 9.6% 0.0113 0.9% 25% False False 167,389
120 1.3494 1.2288 0.1206 9.6% 0.0113 0.9% 25% False False 139,540
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 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3193
2.618 1.2970
1.618 1.2833
1.000 1.2748
0.618 1.2696
HIGH 1.2611
0.618 1.2559
0.500 1.2543
0.382 1.2526
LOW 1.2474
0.618 1.2389
1.000 1.2337
1.618 1.2252
2.618 1.2115
4.250 1.1892
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 1.2574 1.2578
PP 1.2558 1.2567
S1 1.2543 1.2557

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

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