CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 1.2608 1.2405 -0.0203 -1.6% 1.2647
High 1.2617 1.2425 -0.0192 -1.5% 1.2689
Low 1.2396 1.2289 -0.0107 -0.9% 1.2289
Close 1.2416 1.2299 -0.0117 -0.9% 1.2299
Range 0.0221 0.0136 -0.0085 -38.5% 0.0400
ATR 0.0114 0.0115 0.0002 1.4% 0.0000
Volume 52 508 456 876.9% 842
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2746 1.2658 1.2374
R3 1.2610 1.2522 1.2336
R2 1.2474 1.2474 1.2324
R1 1.2386 1.2386 1.2311 1.2362
PP 1.2338 1.2338 1.2338 1.2326
S1 1.2250 1.2250 1.2287 1.2226
S2 1.2202 1.2202 1.2274
S3 1.2066 1.2114 1.2262
S4 1.1930 1.1978 1.2224
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3626 1.3362 1.2519
R3 1.3226 1.2962 1.2409
R2 1.2826 1.2826 1.2372
R1 1.2562 1.2562 1.2336 1.2494
PP 1.2426 1.2426 1.2426 1.2392
S1 1.2162 1.2162 1.2262 1.2094
S2 1.2026 1.2026 1.2226
S3 1.1626 1.1762 1.2189
S4 1.1226 1.1362 1.2079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2710 1.2289 0.0421 3.4% 0.0151 1.2% 2% False True 194
10 1.2710 1.2289 0.0421 3.4% 0.0111 0.9% 2% False True 188
20 1.2805 1.2289 0.0516 4.2% 0.0113 0.9% 2% False True 154
40 1.2979 1.2289 0.0690 5.6% 0.0096 0.8% 1% False True 112
60 1.3300 1.2289 0.1011 8.2% 0.0074 0.6% 1% False True 81
80 1.3364 1.2289 0.1075 8.7% 0.0061 0.5% 1% False True 62
100 1.3491 1.2289 0.1202 9.8% 0.0053 0.4% 1% False True 51
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3003
2.618 1.2781
1.618 1.2645
1.000 1.2561
0.618 1.2509
HIGH 1.2425
0.618 1.2373
0.500 1.2357
0.382 1.2341
LOW 1.2289
0.618 1.2205
1.000 1.2153
1.618 1.2069
2.618 1.1933
4.250 1.1711
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 1.2357 1.2469
PP 1.2338 1.2412
S1 1.2318 1.2356

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

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