CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 1.2597 1.2561 -0.0036 -0.3% 1.2686
High 1.2601 1.2562 -0.0039 -0.3% 1.2749
Low 1.2597 1.2536 -0.0061 -0.5% 1.2591
Close 1.2601 1.2536 -0.0065 -0.5% 1.2601
Range 0.0004 0.0026 0.0022 550.0% 0.0158
ATR 0.0070 0.0070 0.0000 -0.5% 0.0000
Volume 2 2 0 0.0% 33
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2623 1.2605 1.2550
R3 1.2597 1.2579 1.2543
R2 1.2571 1.2571 1.2541
R1 1.2553 1.2553 1.2538 1.2549
PP 1.2545 1.2545 1.2545 1.2543
S1 1.2527 1.2527 1.2534 1.2523
S2 1.2519 1.2519 1.2531
S3 1.2493 1.2501 1.2529
S4 1.2467 1.2475 1.2522
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3121 1.3019 1.2688
R3 1.2963 1.2861 1.2644
R2 1.2805 1.2805 1.2630
R1 1.2703 1.2703 1.2615 1.2675
PP 1.2647 1.2647 1.2647 1.2633
S1 1.2545 1.2545 1.2587 1.2517
S2 1.2489 1.2489 1.2572
S3 1.2331 1.2387 1.2558
S4 1.2173 1.2229 1.2514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2749 1.2536 0.0213 1.7% 0.0029 0.2% 0% False True 6
10 1.2749 1.2500 0.0249 2.0% 0.0038 0.3% 14% False False 4
20 1.2749 1.2381 0.0368 2.9% 0.0042 0.3% 42% False False 3
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2673
2.618 1.2630
1.618 1.2604
1.000 1.2588
0.618 1.2578
HIGH 1.2562
0.618 1.2552
0.500 1.2549
0.382 1.2546
LOW 1.2536
0.618 1.2520
1.000 1.2510
1.618 1.2494
2.618 1.2468
4.250 1.2426
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 1.2549 1.2569
PP 1.2545 1.2558
S1 1.2540 1.2547

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

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