CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 1.2587 1.2696 0.0109 0.9% 1.2657
High 1.2741 1.2740 -0.0001 0.0% 1.2680
Low 1.2578 1.2648 0.0070 0.6% 1.2455
Close 1.2699 1.2676 -0.0023 -0.2% 1.2647
Range 0.0163 0.0092 -0.0071 -43.6% 0.0225
ATR 0.0124 0.0121 -0.0002 -1.8% 0.0000
Volume 304,580 291,444 -13,136 -4.3% 678,831
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2964 1.2912 1.2727
R3 1.2872 1.2820 1.2701
R2 1.2780 1.2780 1.2693
R1 1.2728 1.2728 1.2684 1.2708
PP 1.2688 1.2688 1.2688 1.2678
S1 1.2636 1.2636 1.2668 1.2616
S2 1.2596 1.2596 1.2659
S3 1.2504 1.2544 1.2651
S4 1.2412 1.2452 1.2625
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 1.2553 0.0206 1.6% 0.0123 1.0% 60% False False 251,189
10 1.2759 1.2447 0.0312 2.5% 0.0128 1.0% 73% False False 161,962
20 1.2759 1.2298 0.0461 3.6% 0.0127 1.0% 82% False False 82,617
40 1.3292 1.2298 0.0994 7.8% 0.0106 0.8% 38% False False 41,537
60 1.3390 1.2298 0.1092 8.6% 0.0100 0.8% 35% False False 27,755
80 1.3450 1.2298 0.1152 9.1% 0.0095 0.8% 33% False False 20,832
100 1.3500 1.2298 0.1202 9.5% 0.0087 0.7% 31% False False 16,668
120 1.3500 1.2298 0.1202 9.5% 0.0076 0.6% 31% False False 13,891
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 0.0028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3131
2.618 1.2981
1.618 1.2889
1.000 1.2832
0.618 1.2797
HIGH 1.2740
0.618 1.2705
0.500 1.2694
0.382 1.2683
LOW 1.2648
0.618 1.2591
1.000 1.2556
1.618 1.2499
2.618 1.2407
4.250 1.2257
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 1.2694 1.2672
PP 1.2688 1.2667
S1 1.2682 1.2663

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

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