CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 1.3186 1.3080 -0.0106 -0.8% 1.3099
High 1.3186 1.3161 -0.0025 -0.2% 1.3225
Low 1.3089 1.3018 -0.0071 -0.5% 1.3080
Close 1.3094 1.3151 0.0057 0.4% 1.3094
Range 0.0097 0.0143 0.0046 47.4% 0.0145
ATR 0.0094 0.0097 0.0004 3.8% 0.0000
Volume 191 99 -92 -48.2% 650
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3539 1.3488 1.3230
R3 1.3396 1.3345 1.3190
R2 1.3253 1.3253 1.3177
R1 1.3202 1.3202 1.3164 1.3228
PP 1.3110 1.3110 1.3110 1.3123
S1 1.3059 1.3059 1.3138 1.3085
S2 1.2967 1.2967 1.3125
S3 1.2824 1.2916 1.3112
S4 1.2681 1.2773 1.3072
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3568 1.3476 1.3174
R3 1.3423 1.3331 1.3134
R2 1.3278 1.3278 1.3121
R1 1.3186 1.3186 1.3107 1.3160
PP 1.3133 1.3133 1.3133 1.3120
S1 1.3041 1.3041 1.3081 1.3015
S2 1.2988 1.2988 1.3067
S3 1.2843 1.2896 1.3054
S4 1.2698 1.2751 1.3014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3225 1.3018 0.0207 1.6% 0.0094 0.7% 64% False True 141
10 1.3377 1.3018 0.0359 2.7% 0.0097 0.7% 37% False True 134
20 1.3396 1.3018 0.0378 2.9% 0.0091 0.7% 35% False True 115
40 1.3500 1.3018 0.0482 3.7% 0.0081 0.6% 28% False True 79
60 1.3500 1.2982 0.0518 3.9% 0.0071 0.5% 33% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3769
2.618 1.3535
1.618 1.3392
1.000 1.3304
0.618 1.3249
HIGH 1.3161
0.618 1.3106
0.500 1.3090
0.382 1.3073
LOW 1.3018
0.618 1.2930
1.000 1.2875
1.618 1.2787
2.618 1.2644
4.250 1.2410
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 1.3131 1.3141
PP 1.3110 1.3131
S1 1.3090 1.3122

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

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