CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 1.2754 1.2587 -0.0167 -1.3% 1.2657
High 1.2759 1.2741 -0.0018 -0.1% 1.2680
Low 1.2567 1.2578 0.0011 0.1% 1.2455
Close 1.2591 1.2699 0.0108 0.9% 1.2647
Range 0.0192 0.0163 -0.0029 -15.1% 0.0225
ATR 0.0120 0.0124 0.0003 2.5% 0.0000
Volume 300,717 304,580 3,863 1.3% 678,831
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3162 1.3093 1.2789
R3 1.2999 1.2930 1.2744
R2 1.2836 1.2836 1.2729
R1 1.2767 1.2767 1.2714 1.2802
PP 1.2673 1.2673 1.2673 1.2690
S1 1.2604 1.2604 1.2684 1.2639
S2 1.2510 1.2510 1.2669
S3 1.2347 1.2441 1.2654
S4 1.2184 1.2278 1.2609
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 1.2759 1.2484 0.0275 2.2% 0.0132 1.0% 78% False False 221,839
10 1.2759 1.2447 0.0312 2.5% 0.0133 1.0% 81% False False 133,840
20 1.2824 1.2298 0.0526 4.1% 0.0131 1.0% 76% False False 68,067
40 1.3292 1.2298 0.0994 7.8% 0.0105 0.8% 40% False False 34,257
60 1.3396 1.2298 0.1098 8.6% 0.0099 0.8% 37% False False 22,899
80 1.3493 1.2298 0.1195 9.4% 0.0095 0.7% 34% False False 17,189
100 1.3500 1.2298 0.1202 9.5% 0.0087 0.7% 33% False False 13,754
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3434
2.618 1.3168
1.618 1.3005
1.000 1.2904
0.618 1.2842
HIGH 1.2741
0.618 1.2679
0.500 1.2660
0.382 1.2640
LOW 1.2578
0.618 1.2477
1.000 1.2415
1.618 1.2314
2.618 1.2151
4.250 1.1885
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 1.2686 1.2687
PP 1.2673 1.2675
S1 1.2660 1.2663

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

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