CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 1.2479 1.2451 -0.0028 -0.2% 1.2564
High 1.2535 1.2703 0.0168 1.3% 1.2703
Low 1.2417 1.2436 0.0019 0.2% 1.2417
Close 1.2436 1.2668 0.0232 1.9% 1.2668
Range 0.0118 0.0267 0.0149 126.3% 0.0286
ATR 0.0113 0.0124 0.0011 9.7% 0.0000
Volume 275,686 377,020 101,334 36.8% 1,332,144
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3403 1.3303 1.2815
R3 1.3136 1.3036 1.2741
R2 1.2869 1.2869 1.2717
R1 1.2769 1.2769 1.2692 1.2819
PP 1.2602 1.2602 1.2602 1.2628
S1 1.2502 1.2502 1.2644 1.2552
S2 1.2335 1.2335 1.2619
S3 1.2068 1.2235 1.2595
S4 1.1801 1.1968 1.2521
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3454 1.3347 1.2825
R3 1.3168 1.3061 1.2747
R2 1.2882 1.2882 1.2720
R1 1.2775 1.2775 1.2694 1.2829
PP 1.2596 1.2596 1.2596 1.2623
S1 1.2489 1.2489 1.2642 1.2543
S2 1.2310 1.2310 1.2616
S3 1.2024 1.2203 1.2589
S4 1.1738 1.1917 1.2511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2703 1.2417 0.0286 2.3% 0.0126 1.0% 88% True False 266,428
10 1.2759 1.2417 0.0342 2.7% 0.0131 1.0% 73% False False 282,518
20 1.2759 1.2401 0.0358 2.8% 0.0127 1.0% 75% False False 178,422
40 1.3186 1.2298 0.0888 7.0% 0.0114 0.9% 42% False False 89,720
60 1.3292 1.2298 0.0994 7.8% 0.0103 0.8% 37% False False 59,881
80 1.3396 1.2298 0.1098 8.7% 0.0101 0.8% 34% False False 44,935
100 1.3500 1.2298 0.1202 9.5% 0.0092 0.7% 31% False False 35,952
120 1.3500 1.2298 0.1202 9.5% 0.0083 0.7% 31% False False 29,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 128 trading days
Fibonacci Retracements and Extensions
4.250 1.3838
2.618 1.3402
1.618 1.3135
1.000 1.2970
0.618 1.2868
HIGH 1.2703
0.618 1.2601
0.500 1.2570
0.382 1.2538
LOW 1.2436
0.618 1.2271
1.000 1.2169
1.618 1.2004
2.618 1.1737
4.250 1.1301
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 1.2635 1.2632
PP 1.2602 1.2596
S1 1.2570 1.2560

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

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