CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 1.3039 1.3048 0.0009 0.1% 1.3258
High 1.3072 1.3050 -0.0022 -0.2% 1.3292
Low 1.2980 1.2994 0.0014 0.1% 1.3094
Close 1.3064 1.3040 -0.0024 -0.2% 1.3098
Range 0.0092 0.0056 -0.0036 -39.1% 0.0198
ATR 0.0089 0.0087 -0.0001 -1.5% 0.0000
Volume 231 550 319 138.1% 709
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 1.3196 1.3174 1.3071
R3 1.3140 1.3118 1.3055
R2 1.3084 1.3084 1.3050
R1 1.3062 1.3062 1.3045 1.3045
PP 1.3028 1.3028 1.3028 1.3020
S1 1.3006 1.3006 1.3035 1.2989
S2 1.2972 1.2972 1.3030
S3 1.2916 1.2950 1.3025
S4 1.2860 1.2894 1.3009
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 1.3242 1.2980 0.0262 2.0% 0.0085 0.7% 23% False False 246
10 1.3292 1.2980 0.0312 2.4% 0.0076 0.6% 19% False False 209
20 1.3292 1.2980 0.0312 2.4% 0.0082 0.6% 19% False False 241
40 1.3396 1.2980 0.0416 3.2% 0.0086 0.7% 14% False False 173
60 1.3500 1.2980 0.0520 4.0% 0.0081 0.6% 12% False False 123
80 1.3500 1.2745 0.0755 5.8% 0.0070 0.5% 39% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3288
2.618 1.3197
1.618 1.3141
1.000 1.3106
0.618 1.3085
HIGH 1.3050
0.618 1.3029
0.500 1.3022
0.382 1.3015
LOW 1.2994
0.618 1.2959
1.000 1.2938
1.618 1.2903
2.618 1.2847
4.250 1.2756
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 1.3034 1.3083
PP 1.3028 1.3069
S1 1.3022 1.3054

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

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