CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 1.2405 1.2303 -0.0102 -0.8% 1.2647
High 1.2425 1.2345 -0.0080 -0.6% 1.2689
Low 1.2289 1.2302 0.0013 0.1% 1.2289
Close 1.2299 1.2337 0.0038 0.3% 1.2299
Range 0.0136 0.0043 -0.0093 -68.4% 0.0400
ATR 0.0115 0.0110 -0.0005 -4.3% 0.0000
Volume 508 488 -20 -3.9% 842
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2457 1.2440 1.2361
R3 1.2414 1.2397 1.2349
R2 1.2371 1.2371 1.2345
R1 1.2354 1.2354 1.2341 1.2363
PP 1.2328 1.2328 1.2328 1.2332
S1 1.2311 1.2311 1.2333 1.2320
S2 1.2285 1.2285 1.2329
S3 1.2242 1.2268 1.2325
S4 1.2199 1.2225 1.2313
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 1.2689 1.2289 0.0400 3.2% 0.0110 0.9% 12% False False 266
10 1.2710 1.2289 0.0421 3.4% 0.0109 0.9% 11% False False 225
20 1.2805 1.2289 0.0516 4.2% 0.0111 0.9% 9% False False 175
40 1.2950 1.2289 0.0661 5.4% 0.0096 0.8% 7% False False 123
60 1.3300 1.2289 0.1011 8.2% 0.0075 0.6% 5% False False 89
80 1.3364 1.2289 0.1075 8.7% 0.0061 0.5% 4% False False 68
100 1.3491 1.2289 0.1202 9.7% 0.0054 0.4% 4% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.2528
2.618 1.2458
1.618 1.2415
1.000 1.2388
0.618 1.2372
HIGH 1.2345
0.618 1.2329
0.500 1.2324
0.382 1.2318
LOW 1.2302
0.618 1.2275
1.000 1.2259
1.618 1.2232
2.618 1.2189
4.250 1.2119
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 1.2333 1.2453
PP 1.2328 1.2414
S1 1.2324 1.2376

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

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