CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 1.2783 1.2685 -0.0098 -0.8% 1.2888
High 1.2789 1.2701 -0.0088 -0.7% 1.2888
Low 1.2700 1.2600 -0.0100 -0.8% 1.2698
Close 1.2746 1.2606 -0.0140 -1.1% 1.2771
Range 0.0089 0.0101 0.0012 13.5% 0.0190
ATR 0.0070 0.0076 0.0005 7.7% 0.0000
Volume 17 21 4 23.5% 341
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 1.2939 1.2873 1.2662
R3 1.2838 1.2772 1.2634
R2 1.2737 1.2737 1.2625
R1 1.2671 1.2671 1.2615 1.2654
PP 1.2636 1.2636 1.2636 1.2627
S1 1.2570 1.2570 1.2597 1.2553
S2 1.2535 1.2535 1.2587
S3 1.2434 1.2469 1.2578
S4 1.2333 1.2368 1.2550
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3356 1.3253 1.2876
R3 1.3166 1.3063 1.2823
R2 1.2976 1.2976 1.2806
R1 1.2873 1.2873 1.2788 1.2830
PP 1.2786 1.2786 1.2786 1.2764
S1 1.2683 1.2683 1.2754 1.2640
S2 1.2596 1.2596 1.2736
S3 1.2406 1.2493 1.2719
S4 1.2216 1.2303 1.2667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2833 1.2600 0.0233 1.8% 0.0086 0.7% 3% False True 25
10 1.2979 1.2600 0.0379 3.0% 0.0065 0.5% 2% False True 47
20 1.3300 1.2600 0.0700 5.6% 0.0055 0.4% 1% False True 39
40 1.3355 1.2600 0.0755 6.0% 0.0036 0.3% 1% False True 22
60 1.3364 1.2600 0.0764 6.1% 0.0032 0.3% 1% False True 17
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 0.0013
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 1.3130
2.618 1.2965
1.618 1.2864
1.000 1.2802
0.618 1.2763
HIGH 1.2701
0.618 1.2662
0.500 1.2651
0.382 1.2639
LOW 1.2600
0.618 1.2538
1.000 1.2499
1.618 1.2437
2.618 1.2336
4.250 1.2171
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 1.2651 1.2717
PP 1.2636 1.2680
S1 1.2621 1.2643

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

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