CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 1.3166 1.3156 -0.0010 -0.1% 1.3258
High 1.3190 1.3186 -0.0004 0.0% 1.3292
Low 1.3110 1.3094 -0.0016 -0.1% 1.3094
Close 1.3161 1.3098 -0.0063 -0.5% 1.3098
Range 0.0080 0.0092 0.0012 15.0% 0.0198
ATR 0.0086 0.0087 0.0000 0.5% 0.0000
Volume 168 204 36 21.4% 709
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.3402 1.3342 1.3149
R3 1.3310 1.3250 1.3123
R2 1.3218 1.3218 1.3115
R1 1.3158 1.3158 1.3106 1.3142
PP 1.3126 1.3126 1.3126 1.3118
S1 1.3066 1.3066 1.3090 1.3050
S2 1.3034 1.3034 1.3081
S3 1.2942 1.2974 1.3073
S4 1.2850 1.2882 1.3047
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.3755 1.3625 1.3207
R3 1.3557 1.3427 1.3152
R2 1.3359 1.3359 1.3134
R1 1.3229 1.3229 1.3116 1.3195
PP 1.3161 1.3161 1.3161 1.3145
S1 1.3031 1.3031 1.3080 1.2997
S2 1.2963 1.2963 1.3062
S3 1.2765 1.2833 1.3044
S4 1.2567 1.2635 1.2989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3292 1.3094 0.0198 1.5% 0.0079 0.6% 2% False True 141
10 1.3292 1.3094 0.0198 1.5% 0.0077 0.6% 2% False True 187
20 1.3292 1.3018 0.0274 2.1% 0.0081 0.6% 29% False False 206
40 1.3396 1.3018 0.0378 2.9% 0.0085 0.6% 21% False False 155
60 1.3500 1.3018 0.0482 3.7% 0.0079 0.6% 17% False False 110
80 1.3500 1.2690 0.0810 6.2% 0.0068 0.5% 50% False False 84
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3577
2.618 1.3427
1.618 1.3335
1.000 1.3278
0.618 1.3243
HIGH 1.3186
0.618 1.3151
0.500 1.3140
0.382 1.3129
LOW 1.3094
0.618 1.3037
1.000 1.3002
1.618 1.2945
2.618 1.2853
4.250 1.2703
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 1.3140 1.3168
PP 1.3126 1.3145
S1 1.3112 1.3121

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

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