CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 1.2252 1.2198 -0.0054 -0.4% 1.2321
High 1.2425 1.2413 -0.0012 -0.1% 1.2425
Low 1.2160 1.2191 0.0031 0.3% 1.2160
Close 1.2196 1.2397 0.0201 1.6% 1.2397
Range 0.0265 0.0222 -0.0043 -16.2% 0.0265
ATR 0.0119 0.0126 0.0007 6.2% 0.0000
Volume 250 1,109 859 343.6% 3,860
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3000 1.2920 1.2519
R3 1.2778 1.2698 1.2458
R2 1.2556 1.2556 1.2438
R1 1.2476 1.2476 1.2417 1.2516
PP 1.2334 1.2334 1.2334 1.2354
S1 1.2254 1.2254 1.2377 1.2294
S2 1.2112 1.2112 1.2356
S3 1.1890 1.2032 1.2336
S4 1.1668 1.1810 1.2275
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3122 1.3025 1.2543
R3 1.2857 1.2760 1.2470
R2 1.2592 1.2592 1.2446
R1 1.2495 1.2495 1.2421 1.2544
PP 1.2327 1.2327 1.2327 1.2352
S1 1.2230 1.2230 1.2373 1.2279
S2 1.2062 1.2062 1.2348
S3 1.1797 1.1965 1.2324
S4 1.1532 1.1700 1.2251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2425 1.2160 0.0265 2.1% 0.0149 1.2% 89% False False 772
10 1.2425 1.2069 0.0356 2.9% 0.0136 1.1% 92% False False 758
20 1.2425 1.2069 0.0356 2.9% 0.0113 0.9% 92% False False 612
40 1.2805 1.2069 0.0736 5.9% 0.0113 0.9% 45% False False 383
60 1.2979 1.2069 0.0910 7.3% 0.0101 0.8% 36% False False 279
80 1.3300 1.2069 0.1231 9.9% 0.0084 0.7% 27% False False 214
100 1.3364 1.2069 0.1295 10.4% 0.0071 0.6% 25% False False 172
120 1.3491 1.2069 0.1422 11.5% 0.0063 0.5% 23% False False 144
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3357
2.618 1.2994
1.618 1.2772
1.000 1.2635
0.618 1.2550
HIGH 1.2413
0.618 1.2328
0.500 1.2302
0.382 1.2276
LOW 1.2191
0.618 1.2054
1.000 1.1969
1.618 1.1832
2.618 1.1610
4.250 1.1248
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 1.2365 1.2362
PP 1.2334 1.2327
S1 1.2302 1.2293

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

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