CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 1.2158 1.2296 0.0138 1.1% 1.2149
High 1.2350 1.2407 0.0057 0.5% 1.2407
Low 1.2144 1.2264 0.0120 1.0% 1.2069
Close 1.2309 1.2333 0.0024 0.2% 1.2333
Range 0.0206 0.0143 -0.0063 -30.6% 0.0338
ATR 0.0110 0.0112 0.0002 2.1% 0.0000
Volume 877 302 -575 -65.6% 3,721
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2764 1.2691 1.2412
R3 1.2621 1.2548 1.2372
R2 1.2478 1.2478 1.2359
R1 1.2405 1.2405 1.2346 1.2442
PP 1.2335 1.2335 1.2335 1.2353
S1 1.2262 1.2262 1.2320 1.2299
S2 1.2192 1.2192 1.2307
S3 1.2049 1.2119 1.2294
S4 1.1906 1.1976 1.2254
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3284 1.3146 1.2519
R3 1.2946 1.2808 1.2426
R2 1.2608 1.2608 1.2395
R1 1.2470 1.2470 1.2364 1.2539
PP 1.2270 1.2270 1.2270 1.2304
S1 1.2132 1.2132 1.2302 1.2201
S2 1.1932 1.1932 1.2271
S3 1.1594 1.1794 1.2240
S4 1.1256 1.1456 1.2147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2407 1.2069 0.0338 2.7% 0.0123 1.0% 78% True False 744
10 1.2407 1.2069 0.0338 2.7% 0.0115 0.9% 78% True False 688
20 1.2710 1.2069 0.0641 5.2% 0.0114 0.9% 41% False False 468
40 1.2805 1.2069 0.0736 6.0% 0.0109 0.9% 36% False False 303
60 1.3190 1.2069 0.1121 9.1% 0.0093 0.8% 24% False False 219
80 1.3300 1.2069 0.1231 10.0% 0.0076 0.6% 21% False False 166
100 1.3364 1.2069 0.1295 10.5% 0.0064 0.5% 20% False False 134
120 1.3491 1.2069 0.1422 11.5% 0.0057 0.5% 19% False False 112
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3015
2.618 1.2781
1.618 1.2638
1.000 1.2550
0.618 1.2495
HIGH 1.2407
0.618 1.2352
0.500 1.2336
0.382 1.2319
LOW 1.2264
0.618 1.2176
1.000 1.2121
1.618 1.2033
2.618 1.1890
4.250 1.1656
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 1.2336 1.2305
PP 1.2335 1.2276
S1 1.2334 1.2248

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

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