CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 1.2517 1.2465 -0.0052 -0.4% 1.2559
High 1.2546 1.2710 0.0164 1.3% 1.2710
Low 1.2440 1.2465 0.0025 0.2% 1.2440
Close 1.2450 1.2682 0.0232 1.9% 1.2682
Range 0.0106 0.0245 0.0139 131.1% 0.0270
ATR 0.0097 0.0108 0.0012 12.0% 0.0000
Volume 236 132 -104 -44.1% 928
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3354 1.3263 1.2817
R3 1.3109 1.3018 1.2749
R2 1.2864 1.2864 1.2727
R1 1.2773 1.2773 1.2704 1.2819
PP 1.2619 1.2619 1.2619 1.2642
S1 1.2528 1.2528 1.2660 1.2574
S2 1.2374 1.2374 1.2637
S3 1.2129 1.2283 1.2615
S4 1.1884 1.2038 1.2547
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3421 1.3321 1.2831
R3 1.3151 1.3051 1.2756
R2 1.2881 1.2881 1.2732
R1 1.2781 1.2781 1.2707 1.2831
PP 1.2611 1.2611 1.2611 1.2636
S1 1.2511 1.2511 1.2657 1.2561
S2 1.2341 1.2341 1.2633
S3 1.2071 1.2241 1.2608
S4 1.1801 1.1971 1.2534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2710 1.2440 0.0270 2.1% 0.0108 0.9% 90% True False 185
10 1.2805 1.2440 0.0365 2.9% 0.0120 0.9% 66% False False 134
20 1.2805 1.2401 0.0404 3.2% 0.0109 0.9% 70% False False 145
40 1.3181 1.2325 0.0856 6.7% 0.0089 0.7% 42% False False 97
60 1.3300 1.2325 0.0975 7.7% 0.0067 0.5% 37% False False 67
80 1.3364 1.2325 0.1039 8.2% 0.0055 0.4% 34% False False 52
100 1.3491 1.2325 0.1166 9.2% 0.0048 0.4% 31% False False 43
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 0.0021
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 1.3751
2.618 1.3351
1.618 1.3106
1.000 1.2955
0.618 1.2861
HIGH 1.2710
0.618 1.2616
0.500 1.2588
0.382 1.2559
LOW 1.2465
0.618 1.2314
1.000 1.2220
1.618 1.2069
2.618 1.1824
4.250 1.1424
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 1.2651 1.2646
PP 1.2619 1.2611
S1 1.2588 1.2575

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

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