CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 1.2685 1.2605 -0.0080 -0.6% 1.2888
High 1.2701 1.2631 -0.0070 -0.6% 1.2888
Low 1.2600 1.2558 -0.0042 -0.3% 1.2698
Close 1.2606 1.2558 -0.0048 -0.4% 1.2771
Range 0.0101 0.0073 -0.0028 -27.7% 0.0190
ATR 0.0076 0.0076 0.0000 -0.3% 0.0000
Volume 21 87 66 314.3% 341
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 1.2801 1.2753 1.2598
R3 1.2728 1.2680 1.2578
R2 1.2655 1.2655 1.2571
R1 1.2607 1.2607 1.2565 1.2595
PP 1.2582 1.2582 1.2582 1.2576
S1 1.2534 1.2534 1.2551 1.2522
S2 1.2509 1.2509 1.2545
S3 1.2436 1.2461 1.2538
S4 1.2363 1.2388 1.2518
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 1.2558 0.0275 2.2% 0.0088 0.7% 0% False True 36
10 1.2950 1.2558 0.0392 3.1% 0.0071 0.6% 0% False True 49
20 1.3300 1.2558 0.0742 5.9% 0.0057 0.5% 0% False True 43
40 1.3355 1.2558 0.0797 6.3% 0.0037 0.3% 0% False True 24
60 1.3364 1.2558 0.0806 6.4% 0.0032 0.3% 0% False True 18
80 1.3491 1.2558 0.0933 7.4% 0.0029 0.2% 0% False True 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2941
2.618 1.2822
1.618 1.2749
1.000 1.2704
0.618 1.2676
HIGH 1.2631
0.618 1.2603
0.500 1.2595
0.382 1.2586
LOW 1.2558
0.618 1.2513
1.000 1.2485
1.618 1.2440
2.618 1.2367
4.250 1.2248
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 1.2595 1.2674
PP 1.2582 1.2635
S1 1.2570 1.2597

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

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