CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 1.2524 1.2597 0.0073 0.6% 1.2532
High 1.2652 1.2643 -0.0009 -0.1% 1.2652
Low 1.2512 1.2571 0.0059 0.5% 1.2484
Close 1.2596 1.2588 -0.0008 -0.1% 1.2596
Range 0.0140 0.0072 -0.0068 -48.6% 0.0168
ATR 0.0095 0.0094 -0.0002 -1.8% 0.0000
Volume 3,449 2,734 -715 -20.7% 8,064
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2817 1.2774 1.2628
R3 1.2745 1.2702 1.2608
R2 1.2673 1.2673 1.2601
R1 1.2630 1.2630 1.2595 1.2616
PP 1.2601 1.2601 1.2601 1.2593
S1 1.2558 1.2558 1.2581 1.2544
S2 1.2529 1.2529 1.2575
S3 1.2457 1.2486 1.2568
S4 1.2385 1.2414 1.2548
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3081 1.3007 1.2688
R3 1.2913 1.2839 1.2642
R2 1.2745 1.2745 1.2627
R1 1.2671 1.2671 1.2611 1.2708
PP 1.2577 1.2577 1.2577 1.2596
S1 1.2503 1.2503 1.2581 1.2540
S2 1.2409 1.2409 1.2565
S3 1.2241 1.2335 1.2550
S4 1.2073 1.2167 1.2504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2652 1.2484 0.0168 1.3% 0.0089 0.7% 62% False False 1,943
10 1.2652 1.2366 0.0286 2.3% 0.0087 0.7% 78% False False 1,524
20 1.2652 1.2270 0.0382 3.0% 0.0084 0.7% 83% False False 1,050
40 1.2652 1.2069 0.0583 4.6% 0.0100 0.8% 89% False False 846
60 1.2805 1.2069 0.0736 5.8% 0.0104 0.8% 71% False False 622
80 1.2950 1.2069 0.0881 7.0% 0.0098 0.8% 59% False False 484
100 1.3300 1.2069 0.1231 9.8% 0.0085 0.7% 42% False False 392
120 1.3364 1.2069 0.1295 10.3% 0.0074 0.6% 40% False False 327
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2949
2.618 1.2831
1.618 1.2759
1.000 1.2715
0.618 1.2687
HIGH 1.2643
0.618 1.2615
0.500 1.2607
0.382 1.2599
LOW 1.2571
0.618 1.2527
1.000 1.2499
1.618 1.2455
2.618 1.2383
4.250 1.2265
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 1.2607 1.2585
PP 1.2601 1.2582
S1 1.2594 1.2579

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

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