CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 1.2411 1.2416 0.0005 0.0% 1.2321
High 1.2460 1.2421 -0.0039 -0.3% 1.2425
Low 1.2394 1.2348 -0.0046 -0.4% 1.2160
Close 1.2432 1.2374 -0.0058 -0.5% 1.2397
Range 0.0066 0.0073 0.0007 10.6% 0.0265
ATR 0.0119 0.0117 -0.0003 -2.1% 0.0000
Volume 599 412 -187 -31.2% 3,860
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2600 1.2560 1.2414
R3 1.2527 1.2487 1.2394
R2 1.2454 1.2454 1.2387
R1 1.2414 1.2414 1.2381 1.2398
PP 1.2381 1.2381 1.2381 1.2373
S1 1.2341 1.2341 1.2367 1.2325
S2 1.2308 1.2308 1.2361
S3 1.2235 1.2268 1.2354
S4 1.2162 1.2195 1.2334
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 1.2460 1.2160 0.0300 2.4% 0.0142 1.2% 71% False False 685
10 1.2460 1.2144 0.0316 2.6% 0.0132 1.1% 73% False False 710
20 1.2460 1.2069 0.0391 3.2% 0.0114 0.9% 78% False False 667
40 1.2805 1.2069 0.0736 5.9% 0.0111 0.9% 41% False False 422
60 1.2847 1.2069 0.0778 6.3% 0.0104 0.8% 39% False False 312
80 1.3300 1.2069 0.1231 9.9% 0.0087 0.7% 25% False False 239
100 1.3364 1.2069 0.1295 10.5% 0.0073 0.6% 24% False False 193
120 1.3491 1.2069 0.1422 11.5% 0.0065 0.5% 21% False False 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2731
2.618 1.2612
1.618 1.2539
1.000 1.2494
0.618 1.2466
HIGH 1.2421
0.618 1.2393
0.500 1.2385
0.382 1.2376
LOW 1.2348
0.618 1.2303
1.000 1.2275
1.618 1.2230
2.618 1.2157
4.250 1.2038
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 1.2385 1.2404
PP 1.2381 1.2394
S1 1.2378 1.2384

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

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