CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 1.3207 1.3229 0.0022 0.2% 1.3080
High 1.3245 1.3271 0.0026 0.2% 1.3235
Low 1.3187 1.3215 0.0028 0.2% 1.3018
Close 1.3242 1.3251 0.0009 0.1% 1.3229
Range 0.0058 0.0056 -0.0002 -3.4% 0.0217
ATR 0.0090 0.0088 -0.0002 -2.7% 0.0000
Volume 40 84 44 110.0% 1,595
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3414 1.3388 1.3282
R3 1.3358 1.3332 1.3266
R2 1.3302 1.3302 1.3261
R1 1.3276 1.3276 1.3256 1.3289
PP 1.3246 1.3246 1.3246 1.3252
S1 1.3220 1.3220 1.3246 1.3233
S2 1.3190 1.3190 1.3241
S3 1.3134 1.3164 1.3236
S4 1.3078 1.3108 1.3220
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3812 1.3737 1.3348
R3 1.3595 1.3520 1.3289
R2 1.3378 1.3378 1.3269
R1 1.3303 1.3303 1.3249 1.3341
PP 1.3161 1.3161 1.3161 1.3179
S1 1.3086 1.3086 1.3209 1.3124
S2 1.2944 1.2944 1.3189
S3 1.2727 1.2869 1.3169
S4 1.2510 1.2652 1.3110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3271 1.3116 0.0155 1.2% 0.0072 0.5% 87% True False 199
10 1.3271 1.3018 0.0253 1.9% 0.0083 0.6% 92% True False 247
20 1.3390 1.3018 0.0372 2.8% 0.0085 0.6% 63% False False 187
40 1.3396 1.3018 0.0378 2.9% 0.0084 0.6% 62% False False 128
60 1.3500 1.3018 0.0482 3.6% 0.0074 0.6% 48% False False 91
80 1.3500 1.2690 0.0810 6.1% 0.0063 0.5% 69% False False 70
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 0.0018
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3509
2.618 1.3418
1.618 1.3362
1.000 1.3327
0.618 1.3306
HIGH 1.3271
0.618 1.3250
0.500 1.3243
0.382 1.3236
LOW 1.3215
0.618 1.3180
1.000 1.3159
1.618 1.3124
2.618 1.3068
4.250 1.2977
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 1.3248 1.3239
PP 1.3246 1.3228
S1 1.3243 1.3216

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

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