CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 1.3048 1.2995 -0.0053 -0.4% 1.3258
High 1.3050 1.3010 -0.0040 -0.3% 1.3292
Low 1.2994 1.2930 -0.0064 -0.5% 1.3094
Close 1.3040 1.2959 -0.0081 -0.6% 1.3098
Range 0.0056 0.0080 0.0024 42.9% 0.0198
ATR 0.0087 0.0089 0.0002 1.8% 0.0000
Volume 550 387 -163 -29.6% 709
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 1.3206 1.3163 1.3003
R3 1.3126 1.3083 1.2981
R2 1.3046 1.3046 1.2974
R1 1.3003 1.3003 1.2966 1.2985
PP 1.2966 1.2966 1.2966 1.2957
S1 1.2923 1.2923 1.2952 1.2905
S2 1.2886 1.2886 1.2944
S3 1.2806 1.2843 1.2937
S4 1.2726 1.2763 1.2915
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 1.3190 1.2930 0.0260 2.0% 0.0080 0.6% 11% False True 308
10 1.3292 1.2930 0.0362 2.8% 0.0079 0.6% 8% False True 244
20 1.3292 1.2930 0.0362 2.8% 0.0083 0.6% 8% False True 244
40 1.3396 1.2930 0.0466 3.6% 0.0087 0.7% 6% False True 181
60 1.3500 1.2930 0.0570 4.4% 0.0081 0.6% 5% False True 130
80 1.3500 1.2813 0.0687 5.3% 0.0070 0.5% 21% False False 99
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3350
2.618 1.3219
1.618 1.3139
1.000 1.3090
0.618 1.3059
HIGH 1.3010
0.618 1.2979
0.500 1.2970
0.382 1.2961
LOW 1.2930
0.618 1.2881
1.000 1.2850
1.618 1.2801
2.618 1.2721
4.250 1.2590
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 1.2970 1.3001
PP 1.2966 1.2987
S1 1.2963 1.2973

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

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