CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 1.2328 1.2261 -0.0067 -0.5% 1.2678
High 1.2345 1.2308 -0.0037 -0.3% 1.2682
Low 1.2246 1.2222 -0.0024 -0.2% 1.2271
Close 1.2263 1.2232 -0.0031 -0.3% 1.2283
Range 0.0099 0.0086 -0.0013 -13.1% 0.0411
ATR 0.0123 0.0120 -0.0003 -2.2% 0.0000
Volume 223,472 227,766 4,294 1.9% 1,078,517
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2512 1.2458 1.2279
R3 1.2426 1.2372 1.2256
R2 1.2340 1.2340 1.2248
R1 1.2286 1.2286 1.2240 1.2270
PP 1.2254 1.2254 1.2254 1.2246
S1 1.2200 1.2200 1.2224 1.2184
S2 1.2168 1.2168 1.2216
S3 1.2082 1.2114 1.2208
S4 1.1996 1.2028 1.2185
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3645 1.3375 1.2509
R3 1.3234 1.2964 1.2396
R2 1.2823 1.2823 1.2358
R1 1.2553 1.2553 1.2321 1.2483
PP 1.2412 1.2412 1.2412 1.2377
S1 1.2142 1.2142 1.2245 1.2072
S2 1.2001 1.2001 1.2208
S3 1.1590 1.1731 1.2170
S4 1.1179 1.1320 1.2057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2619 1.2222 0.0397 3.2% 0.0129 1.1% 3% False True 268,780
10 1.2703 1.2222 0.0481 3.9% 0.0127 1.0% 2% False True 259,432
20 1.2759 1.2222 0.0537 4.4% 0.0122 1.0% 2% False True 253,773
40 1.2875 1.2222 0.0653 5.3% 0.0123 1.0% 2% False True 133,317
60 1.3292 1.2222 0.1070 8.7% 0.0106 0.9% 1% False True 88,972
80 1.3396 1.2222 0.1174 9.6% 0.0103 0.8% 1% False True 66,758
100 1.3500 1.2222 0.1278 10.4% 0.0096 0.8% 1% False True 53,415
120 1.3500 1.2222 0.1278 10.4% 0.0089 0.7% 1% False True 44,514
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2674
2.618 1.2533
1.618 1.2447
1.000 1.2394
0.618 1.2361
HIGH 1.2308
0.618 1.2275
0.500 1.2265
0.382 1.2255
LOW 1.2222
0.618 1.2169
1.000 1.2136
1.618 1.2083
2.618 1.1997
4.250 1.1857
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 1.2265 1.2284
PP 1.2254 1.2266
S1 1.2243 1.2249

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

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