CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 1.3233 1.3190 -0.0043 -0.3% 1.3175
High 1.3233 1.3190 -0.0043 -0.3% 1.3285
Low 1.3184 1.3167 -0.0017 -0.1% 1.3171
Close 1.3184 1.3173 -0.0011 -0.1% 1.3285
Range 0.0049 0.0023 -0.0026 -53.1% 0.0114
ATR 0.0053 0.0051 -0.0002 -4.1% 0.0000
Volume 6 3 -3 -50.0% 74
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 1.3246 1.3232 1.3186
R3 1.3223 1.3209 1.3179
R2 1.3200 1.3200 1.3177
R1 1.3186 1.3186 1.3175 1.3182
PP 1.3177 1.3177 1.3177 1.3174
S1 1.3163 1.3163 1.3171 1.3159
S2 1.3154 1.3154 1.3169
S3 1.3131 1.3140 1.3167
S4 1.3108 1.3117 1.3160
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3589 1.3551 1.3348
R3 1.3475 1.3437 1.3316
R2 1.3361 1.3361 1.3306
R1 1.3323 1.3323 1.3295 1.3342
PP 1.3247 1.3247 1.3247 1.3257
S1 1.3209 1.3209 1.3275 1.3228
S2 1.3133 1.3133 1.3264
S3 1.3019 1.3095 1.3254
S4 1.2905 1.2981 1.3222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3300 1.3167 0.0133 1.0% 0.0037 0.3% 5% False True 11
10 1.3300 1.3167 0.0133 1.0% 0.0030 0.2% 5% False True 9
20 1.3300 1.3092 0.0208 1.6% 0.0023 0.2% 39% False False 6
40 1.3364 1.3046 0.0318 2.4% 0.0021 0.2% 40% False False 6
60 1.3491 1.3046 0.0445 3.4% 0.0021 0.2% 29% False False 6
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3288
2.618 1.3250
1.618 1.3227
1.000 1.3213
0.618 1.3204
HIGH 1.3190
0.618 1.3181
0.500 1.3179
0.382 1.3176
LOW 1.3167
0.618 1.3153
1.000 1.3144
1.618 1.3130
2.618 1.3107
4.250 1.3069
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 1.3179 1.3234
PP 1.3177 1.3213
S1 1.3175 1.3193

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

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