CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 1.2158 1.2285 0.0127 1.0% 1.2132
High 1.2337 1.2397 0.0060 0.5% 1.2397
Low 1.2124 1.2247 0.0123 1.0% 1.2051
Close 1.2293 1.2317 0.0024 0.2% 1.2317
Range 0.0213 0.0150 -0.0063 -29.6% 0.0346
ATR 0.0120 0.0122 0.0002 1.8% 0.0000
Volume 335,592 340,718 5,126 1.5% 1,477,229
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2770 1.2694 1.2400
R3 1.2620 1.2544 1.2358
R2 1.2470 1.2470 1.2345
R1 1.2394 1.2394 1.2331 1.2432
PP 1.2320 1.2320 1.2320 1.2340
S1 1.2244 1.2244 1.2303 1.2282
S2 1.2170 1.2170 1.2290
S3 1.2020 1.2094 1.2276
S4 1.1870 1.1944 1.2235
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3293 1.3151 1.2507
R3 1.2947 1.2805 1.2412
R2 1.2601 1.2601 1.2380
R1 1.2459 1.2459 1.2349 1.2530
PP 1.2255 1.2255 1.2255 1.2291
S1 1.2113 1.2113 1.2285 1.2184
S2 1.1909 1.1909 1.2254
S3 1.1563 1.1767 1.2222
S4 1.1217 1.1421 1.2127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2397 1.2051 0.0346 2.8% 0.0131 1.1% 77% True False 295,445
10 1.2397 1.2051 0.0346 2.8% 0.0123 1.0% 77% True False 265,779
20 1.2703 1.2051 0.0652 5.3% 0.0125 1.0% 41% False False 260,423
40 1.2759 1.2051 0.0708 5.7% 0.0123 1.0% 38% False False 210,085
60 1.3190 1.2051 0.1139 9.2% 0.0115 0.9% 23% False False 140,340
80 1.3292 1.2051 0.1241 10.1% 0.0106 0.9% 21% False False 105,306
100 1.3396 1.2051 0.1345 10.9% 0.0104 0.8% 20% False False 84,263
120 1.3500 1.2051 0.1449 11.8% 0.0096 0.8% 18% False False 70,222
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3035
2.618 1.2790
1.618 1.2640
1.000 1.2547
0.618 1.2490
HIGH 1.2397
0.618 1.2340
0.500 1.2322
0.382 1.2304
LOW 1.2247
0.618 1.2154
1.000 1.2097
1.618 1.2004
2.618 1.1854
4.250 1.1610
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 1.2322 1.2288
PP 1.2320 1.2258
S1 1.2319 1.2229

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

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