CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 1.2655 1.2654 -0.0001 0.0% 1.2561
High 1.2655 1.2654 -0.0001 0.0% 1.2720
Low 1.2619 1.2654 0.0035 0.3% 1.2462
Close 1.2625 1.2654 0.0029 0.2% 1.2699
Range 0.0036 0.0000 -0.0036 -100.0% 0.0258
ATR 0.0078 0.0075 -0.0004 -4.5% 0.0000
Volume 7 4 -3 -42.9% 38
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2654 1.2654 1.2654
R3 1.2654 1.2654 1.2654
R2 1.2654 1.2654 1.2654
R1 1.2654 1.2654 1.2654 1.2654
PP 1.2654 1.2654 1.2654 1.2654
S1 1.2654 1.2654 1.2654 1.2654
S2 1.2654 1.2654 1.2654
S3 1.2654 1.2654 1.2654
S4 1.2654 1.2654 1.2654
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3401 1.3308 1.2841
R3 1.3143 1.3050 1.2770
R2 1.2885 1.2885 1.2746
R1 1.2792 1.2792 1.2723 1.2839
PP 1.2627 1.2627 1.2627 1.2650
S1 1.2534 1.2534 1.2675 1.2581
S2 1.2369 1.2369 1.2652
S3 1.2111 1.2276 1.2628
S4 1.1853 1.2018 1.2557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2720 1.2462 0.0258 2.0% 0.0047 0.4% 74% False False 6
10 1.2749 1.2462 0.0287 2.3% 0.0037 0.3% 67% False False 5
20 1.2749 1.2462 0.0287 2.3% 0.0044 0.3% 67% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2654
2.618 1.2654
1.618 1.2654
1.000 1.2654
0.618 1.2654
HIGH 1.2654
0.618 1.2654
0.500 1.2654
0.382 1.2654
LOW 1.2654
0.618 1.2654
1.000 1.2654
1.618 1.2654
2.618 1.2654
4.250 1.2654
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 1.2654 1.2650
PP 1.2654 1.2645
S1 1.2654 1.2641

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

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