CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 1.3229 1.3198 -0.0031 -0.2% 1.3205
High 1.3271 1.3280 0.0009 0.1% 1.3280
Low 1.3215 1.3175 -0.0040 -0.3% 1.3116
Close 1.3251 1.3272 0.0021 0.2% 1.3272
Range 0.0056 0.0105 0.0049 87.5% 0.0164
ATR 0.0088 0.0089 0.0001 1.4% 0.0000
Volume 84 479 395 470.2% 1,170
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3557 1.3520 1.3330
R3 1.3452 1.3415 1.3301
R2 1.3347 1.3347 1.3291
R1 1.3310 1.3310 1.3282 1.3329
PP 1.3242 1.3242 1.3242 1.3252
S1 1.3205 1.3205 1.3262 1.3224
S2 1.3137 1.3137 1.3253
S3 1.3032 1.3100 1.3243
S4 1.2927 1.2995 1.3214
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3715 1.3657 1.3362
R3 1.3551 1.3493 1.3317
R2 1.3387 1.3387 1.3302
R1 1.3329 1.3329 1.3287 1.3358
PP 1.3223 1.3223 1.3223 1.3237
S1 1.3165 1.3165 1.3257 1.3194
S2 1.3059 1.3059 1.3242
S3 1.2895 1.3001 1.3227
S4 1.2731 1.2837 1.3182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3280 1.3116 0.0164 1.2% 0.0075 0.6% 95% True False 234
10 1.3280 1.3018 0.0262 2.0% 0.0084 0.6% 97% True False 276
20 1.3390 1.3018 0.0372 2.8% 0.0088 0.7% 68% False False 207
40 1.3396 1.3018 0.0378 2.8% 0.0085 0.6% 67% False False 140
60 1.3500 1.3018 0.0482 3.6% 0.0075 0.6% 53% False False 99
80 1.3500 1.2690 0.0810 6.1% 0.0064 0.5% 72% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3726
2.618 1.3555
1.618 1.3450
1.000 1.3385
0.618 1.3345
HIGH 1.3280
0.618 1.3240
0.500 1.3228
0.382 1.3215
LOW 1.3175
0.618 1.3110
1.000 1.3070
1.618 1.3005
2.618 1.2900
4.250 1.2729
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 1.3257 1.3257
PP 1.3242 1.3242
S1 1.3228 1.3228

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

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