CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 1.2403 1.2460 0.0057 0.5% 1.2324
High 1.2403 1.2530 0.0127 1.0% 1.2417
Low 1.2403 1.2460 0.0057 0.5% 1.2324
Close 1.2403 1.2522 0.0119 1.0% 1.2376
Range 0.0000 0.0070 0.0070 0.0093
ATR 0.0054 0.0059 0.0005 9.6% 0.0000
Volume 2 2 0 0.0% 18
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2714 1.2688 1.2561
R3 1.2644 1.2618 1.2541
R2 1.2574 1.2574 1.2535
R1 1.2548 1.2548 1.2528 1.2561
PP 1.2504 1.2504 1.2504 1.2511
S1 1.2478 1.2478 1.2516 1.2491
S2 1.2434 1.2434 1.2509
S3 1.2364 1.2408 1.2503
S4 1.2294 1.2338 1.2484
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2651 1.2607 1.2427
R3 1.2558 1.2514 1.2402
R2 1.2465 1.2465 1.2393
R1 1.2421 1.2421 1.2385 1.2443
PP 1.2372 1.2372 1.2372 1.2384
S1 1.2328 1.2328 1.2367 1.2350
S2 1.2279 1.2279 1.2359
S3 1.2186 1.2235 1.2350
S4 1.2093 1.2142 1.2325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2530 1.2330 0.0200 1.6% 0.0022 0.2% 96% True False 3
10 1.2530 1.2324 0.0206 1.6% 0.0021 0.2% 96% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2828
2.618 1.2713
1.618 1.2643
1.000 1.2600
0.618 1.2573
HIGH 1.2530
0.618 1.2503
0.500 1.2495
0.382 1.2487
LOW 1.2460
0.618 1.2417
1.000 1.2390
1.618 1.2347
2.618 1.2277
4.250 1.2163
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 1.2513 1.2494
PP 1.2504 1.2466
S1 1.2495 1.2439

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

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