CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 1.2342 1.2349 0.0007 0.1% 1.2292
High 1.2372 1.2492 0.0120 1.0% 1.2390
Low 1.2298 1.2349 0.0051 0.4% 1.2258
Close 1.2351 1.2470 0.0119 1.0% 1.2324
Range 0.0074 0.0143 0.0069 93.2% 0.0132
ATR 0.0110 0.0112 0.0002 2.1% 0.0000
Volume 183,542 258,227 74,685 40.7% 941,222
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2866 1.2811 1.2549
R3 1.2723 1.2668 1.2509
R2 1.2580 1.2580 1.2496
R1 1.2525 1.2525 1.2483 1.2553
PP 1.2437 1.2437 1.2437 1.2451
S1 1.2382 1.2382 1.2457 1.2410
S2 1.2294 1.2294 1.2444
S3 1.2151 1.2239 1.2431
S4 1.2008 1.2096 1.2391
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2720 1.2654 1.2397
R3 1.2588 1.2522 1.2360
R2 1.2456 1.2456 1.2348
R1 1.2390 1.2390 1.2336 1.2423
PP 1.2324 1.2324 1.2324 1.2341
S1 1.2258 1.2258 1.2312 1.2291
S2 1.2192 1.2192 1.2300
S3 1.2060 1.2126 1.2288
S4 1.1928 1.1994 1.2251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2492 1.2258 0.0234 1.9% 0.0102 0.8% 91% True False 203,061
10 1.2492 1.2245 0.0247 2.0% 0.0097 0.8% 91% True False 192,194
20 1.2492 1.2061 0.0431 3.5% 0.0119 1.0% 95% True False 231,163
40 1.2703 1.2051 0.0652 5.2% 0.0117 0.9% 64% False False 240,476
60 1.2759 1.2051 0.0708 5.7% 0.0120 1.0% 59% False False 201,288
80 1.3292 1.2051 0.1241 10.0% 0.0113 0.9% 34% False False 151,110
100 1.3390 1.2051 0.1339 10.7% 0.0108 0.9% 31% False False 120,929
120 1.3396 1.2051 0.1345 10.8% 0.0103 0.8% 31% False False 100,786
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 0.0020
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.3100
2.618 1.2866
1.618 1.2723
1.000 1.2635
0.618 1.2580
HIGH 1.2492
0.618 1.2437
0.500 1.2421
0.382 1.2404
LOW 1.2349
0.618 1.2261
1.000 1.2206
1.618 1.2118
2.618 1.1975
4.250 1.1741
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 1.2454 1.2444
PP 1.2437 1.2418
S1 1.2421 1.2392

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

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