CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 1.2555 1.2473 -0.0082 -0.7% 1.2755
High 1.2600 1.2482 -0.0118 -0.9% 1.2833
Low 1.2505 1.2399 -0.0106 -0.8% 1.2532
Close 1.2516 1.2411 -0.0105 -0.8% 1.2547
Range 0.0095 0.0083 -0.0012 -12.6% 0.0301
ATR 0.0074 0.0077 0.0003 4.1% 0.0000
Volume 61 51 -10 -16.4% 206
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 1.2680 1.2628 1.2457
R3 1.2597 1.2545 1.2434
R2 1.2514 1.2514 1.2426
R1 1.2462 1.2462 1.2419 1.2447
PP 1.2431 1.2431 1.2431 1.2423
S1 1.2379 1.2379 1.2403 1.2364
S2 1.2348 1.2348 1.2396
S3 1.2265 1.2296 1.2388
S4 1.2182 1.2213 1.2365
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.3540 1.3345 1.2713
R3 1.3239 1.3044 1.2630
R2 1.2938 1.2938 1.2602
R1 1.2743 1.2743 1.2575 1.2690
PP 1.2637 1.2637 1.2637 1.2611
S1 1.2442 1.2442 1.2519 1.2389
S2 1.2336 1.2336 1.2492
S3 1.2035 1.2141 1.2464
S4 1.1734 1.1840 1.2381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2701 1.2399 0.0302 2.4% 0.0078 0.6% 4% False True 55
10 1.2833 1.2399 0.0434 3.5% 0.0079 0.6% 3% False True 64
20 1.3233 1.2399 0.0834 6.7% 0.0063 0.5% 1% False True 49
40 1.3300 1.2399 0.0901 7.3% 0.0042 0.3% 1% False True 28
60 1.3364 1.2399 0.0965 7.8% 0.0033 0.3% 1% False True 20
80 1.3491 1.2399 0.1092 8.8% 0.0032 0.3% 1% False True 17
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2835
2.618 1.2699
1.618 1.2616
1.000 1.2565
0.618 1.2533
HIGH 1.2482
0.618 1.2450
0.500 1.2441
0.382 1.2431
LOW 1.2399
0.618 1.2348
1.000 1.2316
1.618 1.2265
2.618 1.2182
4.250 1.2046
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 1.2441 1.2500
PP 1.2431 1.2470
S1 1.2421 1.2441

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

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