CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 1.2576 1.2642 0.0066 0.5% 1.2657
High 1.2649 1.2676 0.0027 0.2% 1.2680
Low 1.2553 1.2602 0.0049 0.4% 1.2455
Close 1.2611 1.2647 0.0036 0.3% 1.2647
Range 0.0096 0.0074 -0.0022 -22.9% 0.0225
ATR 0.0118 0.0115 -0.0003 -2.7% 0.0000
Volume 148,694 210,510 61,816 41.6% 678,831
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2864 1.2829 1.2688
R3 1.2790 1.2755 1.2667
R2 1.2716 1.2716 1.2661
R1 1.2681 1.2681 1.2654 1.2699
PP 1.2642 1.2642 1.2642 1.2650
S1 1.2607 1.2607 1.2640 1.2625
S2 1.2568 1.2568 1.2633
S3 1.2494 1.2533 1.2627
S4 1.2420 1.2459 1.2606
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3269 1.3183 1.2771
R3 1.3044 1.2958 1.2709
R2 1.2819 1.2819 1.2688
R1 1.2733 1.2733 1.2668 1.2664
PP 1.2594 1.2594 1.2594 1.2559
S1 1.2508 1.2508 1.2626 1.2439
S2 1.2369 1.2369 1.2606
S3 1.2144 1.2283 1.2585
S4 1.1919 1.2058 1.2523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2680 1.2455 0.0225 1.8% 0.0116 0.9% 85% False False 135,766
10 1.2680 1.2401 0.0279 2.2% 0.0123 1.0% 88% False False 74,325
20 1.2838 1.2298 0.0540 4.3% 0.0125 1.0% 65% False False 37,906
40 1.3292 1.2298 0.0994 7.9% 0.0101 0.8% 35% False False 19,140
60 1.3396 1.2298 0.1098 8.7% 0.0098 0.8% 32% False False 12,812
80 1.3500 1.2298 0.1202 9.5% 0.0092 0.7% 29% False False 9,624
100 1.3500 1.2298 0.1202 9.5% 0.0084 0.7% 29% False False 7,701
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 0.0033
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.2991
2.618 1.2870
1.618 1.2796
1.000 1.2750
0.618 1.2722
HIGH 1.2676
0.618 1.2648
0.500 1.2639
0.382 1.2630
LOW 1.2602
0.618 1.2556
1.000 1.2528
1.618 1.2482
2.618 1.2408
4.250 1.2288
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 1.2644 1.2625
PP 1.2642 1.2602
S1 1.2639 1.2580

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

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