CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 1.2566 1.2630 0.0064 0.5% 1.2647
High 1.2638 1.2677 0.0039 0.3% 1.2677
Low 1.2543 1.2592 0.0049 0.4% 1.2443
Close 1.2601 1.2637 0.0036 0.3% 1.2637
Range 0.0095 0.0085 -0.0010 -10.5% 0.0234
ATR 0.0122 0.0120 -0.0003 -2.2% 0.0000
Volume 281,090 55,215 -225,875 -80.4% 1,394,908
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2890 1.2849 1.2684
R3 1.2805 1.2764 1.2660
R2 1.2720 1.2720 1.2653
R1 1.2679 1.2679 1.2645 1.2700
PP 1.2635 1.2635 1.2635 1.2646
S1 1.2594 1.2594 1.2629 1.2615
S2 1.2550 1.2550 1.2621
S3 1.2465 1.2509 1.2614
S4 1.2380 1.2424 1.2590
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3288 1.3196 1.2766
R3 1.3054 1.2962 1.2701
R2 1.2820 1.2820 1.2680
R1 1.2728 1.2728 1.2658 1.2657
PP 1.2586 1.2586 1.2586 1.2550
S1 1.2494 1.2494 1.2616 1.2423
S2 1.2352 1.2352 1.2594
S3 1.2118 1.2260 1.2573
S4 1.1884 1.2026 1.2508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2677 1.2443 0.0234 1.9% 0.0119 0.9% 83% True False 278,981
10 1.2677 1.2386 0.0291 2.3% 0.0122 1.0% 86% True False 289,565
20 1.2826 1.2288 0.0538 4.3% 0.0127 1.0% 65% False False 293,595
40 1.3287 1.2288 0.0999 7.9% 0.0108 0.9% 35% False False 270,950
60 1.3391 1.2288 0.1103 8.7% 0.0109 0.9% 32% False False 261,051
80 1.3494 1.2288 0.1206 9.5% 0.0110 0.9% 29% False False 213,298
100 1.3494 1.2288 0.1206 9.5% 0.0112 0.9% 29% False False 170,747
120 1.3494 1.2288 0.1206 9.5% 0.0112 0.9% 29% False False 142,339
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0030
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.3038
2.618 1.2900
1.618 1.2815
1.000 1.2762
0.618 1.2730
HIGH 1.2677
0.618 1.2645
0.500 1.2635
0.382 1.2624
LOW 1.2592
0.618 1.2539
1.000 1.2507
1.618 1.2454
2.618 1.2369
4.250 1.2231
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 1.2636 1.2617
PP 1.2635 1.2596
S1 1.2635 1.2576

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

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