CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 1.2088 1.2158 0.0070 0.6% 1.2273
High 1.2192 1.2350 0.0158 1.3% 1.2353
Low 1.2088 1.2144 0.0056 0.5% 1.2179
Close 1.2183 1.2309 0.0126 1.0% 1.2184
Range 0.0104 0.0206 0.0102 98.1% 0.0174
ATR 0.0103 0.0110 0.0007 7.2% 0.0000
Volume 797 877 80 10.0% 3,161
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2886 1.2803 1.2422
R3 1.2680 1.2597 1.2366
R2 1.2474 1.2474 1.2347
R1 1.2391 1.2391 1.2328 1.2433
PP 1.2268 1.2268 1.2268 1.2288
S1 1.2185 1.2185 1.2290 1.2227
S2 1.2062 1.2062 1.2271
S3 1.1856 1.1979 1.2252
S4 1.1650 1.1773 1.2196
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2761 1.2646 1.2280
R3 1.2587 1.2472 1.2232
R2 1.2413 1.2413 1.2216
R1 1.2298 1.2298 1.2200 1.2269
PP 1.2239 1.2239 1.2239 1.2224
S1 1.2124 1.2124 1.2168 1.2095
S2 1.2065 1.2065 1.2152
S3 1.1891 1.1950 1.2136
S4 1.1717 1.1776 1.2088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2350 1.2069 0.0281 2.3% 0.0118 1.0% 85% True False 854
10 1.2353 1.2069 0.0284 2.3% 0.0110 0.9% 85% False False 684
20 1.2710 1.2069 0.0641 5.2% 0.0112 0.9% 37% False False 465
40 1.2805 1.2069 0.0736 6.0% 0.0106 0.9% 33% False False 296
60 1.3233 1.2069 0.1164 9.5% 0.0092 0.7% 21% False False 214
80 1.3300 1.2069 0.1231 10.0% 0.0074 0.6% 19% False False 162
100 1.3364 1.2069 0.1295 10.5% 0.0063 0.5% 19% False False 131
120 1.3491 1.2069 0.1422 11.6% 0.0057 0.5% 17% False False 110
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 0.0025
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.3226
2.618 1.2889
1.618 1.2683
1.000 1.2556
0.618 1.2477
HIGH 1.2350
0.618 1.2271
0.500 1.2247
0.382 1.2223
LOW 1.2144
0.618 1.2017
1.000 1.1938
1.618 1.1811
2.618 1.1605
4.250 1.1269
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 1.2288 1.2276
PP 1.2268 1.2243
S1 1.2247 1.2210

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

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