CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 1.2451 1.2678 0.0227 1.8% 1.2564
High 1.2703 1.2682 -0.0021 -0.2% 1.2703
Low 1.2436 1.2578 0.0142 1.1% 1.2417
Close 1.2668 1.2593 -0.0075 -0.6% 1.2668
Range 0.0267 0.0104 -0.0163 -61.0% 0.0286
ATR 0.0124 0.0123 -0.0001 -1.2% 0.0000
Volume 377,020 221,178 -155,842 -41.3% 1,332,144
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2930 1.2865 1.2650
R3 1.2826 1.2761 1.2622
R2 1.2722 1.2722 1.2612
R1 1.2657 1.2657 1.2603 1.2638
PP 1.2618 1.2618 1.2618 1.2608
S1 1.2553 1.2553 1.2583 1.2534
S2 1.2514 1.2514 1.2574
S3 1.2410 1.2449 1.2564
S4 1.2306 1.2345 1.2536
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% 0.0129 1.0% 62% False False 268,151
10 1.2741 1.2417 0.0324 2.6% 0.0122 1.0% 54% False False 274,565
20 1.2759 1.2417 0.0342 2.7% 0.0126 1.0% 51% False False 189,245
40 1.3072 1.2298 0.0774 6.1% 0.0115 0.9% 38% False False 95,245
60 1.3292 1.2298 0.0994 7.9% 0.0103 0.8% 30% False False 63,565
80 1.3396 1.2298 0.1098 8.7% 0.0100 0.8% 27% False False 47,700
100 1.3500 1.2298 0.1202 9.5% 0.0093 0.7% 25% False False 38,164
120 1.3500 1.2298 0.1202 9.5% 0.0084 0.7% 25% False False 31,804
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3124
2.618 1.2954
1.618 1.2850
1.000 1.2786
0.618 1.2746
HIGH 1.2682
0.618 1.2642
0.500 1.2630
0.382 1.2618
LOW 1.2578
0.618 1.2514
1.000 1.2474
1.618 1.2410
2.618 1.2306
4.250 1.2136
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 1.2630 1.2582
PP 1.2618 1.2571
S1 1.2605 1.2560

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

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