CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 1.2071 1.2158 0.0087 0.7% 1.2256
High 1.2179 1.2337 0.0158 1.3% 1.2335
Low 1.2061 1.2124 0.0063 0.5% 1.2153
Close 1.2165 1.2293 0.0128 1.1% 1.2168
Range 0.0118 0.0213 0.0095 80.5% 0.0182
ATR 0.0113 0.0120 0.0007 6.3% 0.0000
Volume 278,930 335,592 56,662 20.3% 1,180,567
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2890 1.2805 1.2410
R3 1.2677 1.2592 1.2352
R2 1.2464 1.2464 1.2332
R1 1.2379 1.2379 1.2313 1.2422
PP 1.2251 1.2251 1.2251 1.2273
S1 1.2166 1.2166 1.2273 1.2209
S2 1.2038 1.2038 1.2254
S3 1.1825 1.1953 1.2234
S4 1.1612 1.1740 1.2176
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2765 1.2648 1.2268
R3 1.2583 1.2466 1.2218
R2 1.2401 1.2401 1.2201
R1 1.2284 1.2284 1.2185 1.2252
PP 1.2219 1.2219 1.2219 1.2202
S1 1.2102 1.2102 1.2151 1.2070
S2 1.2037 1.2037 1.2135
S3 1.1855 1.1920 1.2118
S4 1.1673 1.1738 1.2068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2337 1.2051 0.0286 2.3% 0.0129 1.0% 85% True False 275,352
10 1.2337 1.2051 0.0286 2.3% 0.0117 1.0% 85% True False 254,143
20 1.2703 1.2051 0.0652 5.3% 0.0123 1.0% 37% False False 257,172
40 1.2759 1.2051 0.0708 5.8% 0.0122 1.0% 34% False False 201,645
60 1.3242 1.2051 0.1191 9.7% 0.0114 0.9% 20% False False 134,663
80 1.3292 1.2051 0.1241 10.1% 0.0106 0.9% 20% False False 101,048
100 1.3396 1.2051 0.1345 10.9% 0.0102 0.8% 18% False False 80,856
120 1.3500 1.2051 0.1449 11.8% 0.0096 0.8% 17% False False 67,383
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 0.0029
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.3242
2.618 1.2895
1.618 1.2682
1.000 1.2550
0.618 1.2469
HIGH 1.2337
0.618 1.2256
0.500 1.2231
0.382 1.2205
LOW 1.2124
0.618 1.1992
1.000 1.1911
1.618 1.1779
2.618 1.1566
4.250 1.1219
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 1.2272 1.2260
PP 1.2251 1.2227
S1 1.2231 1.2194

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

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