CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 1.2541 1.2591 0.0050 0.4% 1.2429
High 1.2550 1.2673 0.0123 1.0% 1.2636
Low 1.2475 1.2503 0.0028 0.2% 1.2401
Close 1.2531 1.2523 -0.0008 -0.1% 1.2531
Range 0.0075 0.0170 0.0095 126.7% 0.0235
ATR 0.0092 0.0098 0.0006 6.0% 0.0000
Volume 62 74 12 19.4% 717
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3076 1.2970 1.2617
R3 1.2906 1.2800 1.2570
R2 1.2736 1.2736 1.2554
R1 1.2630 1.2630 1.2539 1.2598
PP 1.2566 1.2566 1.2566 1.2551
S1 1.2460 1.2460 1.2507 1.2428
S2 1.2396 1.2396 1.2492
S3 1.2226 1.2290 1.2476
S4 1.2056 1.2120 1.2430
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3228 1.3114 1.2660
R3 1.2993 1.2879 1.2596
R2 1.2758 1.2758 1.2574
R1 1.2644 1.2644 1.2553 1.2701
PP 1.2523 1.2523 1.2523 1.2551
S1 1.2409 1.2409 1.2509 1.2466
S2 1.2288 1.2288 1.2488
S3 1.2053 1.2174 1.2466
S4 1.1818 1.1939 1.2402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2673 1.2457 0.0216 1.7% 0.0109 0.9% 31% True False 133
10 1.2673 1.2325 0.0348 2.8% 0.0105 0.8% 57% True False 94
20 1.2888 1.2325 0.0563 4.5% 0.0090 0.7% 35% False False 74
40 1.3300 1.2325 0.0975 7.8% 0.0061 0.5% 20% False False 48
60 1.3364 1.2325 0.1039 8.3% 0.0047 0.4% 19% False False 33
80 1.3491 1.2325 0.1166 9.3% 0.0042 0.3% 17% False False 26
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 0.0027
Widest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 1.3396
2.618 1.3118
1.618 1.2948
1.000 1.2843
0.618 1.2778
HIGH 1.2673
0.618 1.2608
0.500 1.2588
0.382 1.2568
LOW 1.2503
0.618 1.2398
1.000 1.2333
1.618 1.2228
2.618 1.2058
4.250 1.1781
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 1.2588 1.2574
PP 1.2566 1.2557
S1 1.2545 1.2540

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

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