CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 1.2580 1.2572 -0.0008 -0.1% 1.2558
High 1.2615 1.2683 0.0068 0.5% 1.2683
Low 1.2557 1.2572 0.0015 0.1% 1.2554
Close 1.2557 1.2627 0.0070 0.6% 1.2627
Range 0.0058 0.0111 0.0053 91.4% 0.0129
ATR 0.0054 0.0060 0.0005 9.4% 0.0000
Volume 1 2 1 100.0% 8
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2960 1.2905 1.2688
R3 1.2849 1.2794 1.2658
R2 1.2738 1.2738 1.2647
R1 1.2683 1.2683 1.2637 1.2711
PP 1.2627 1.2627 1.2627 1.2641
S1 1.2572 1.2572 1.2617 1.2600
S2 1.2516 1.2516 1.2607
S3 1.2405 1.2461 1.2596
S4 1.2294 1.2350 1.2566
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3008 1.2947 1.2698
R3 1.2879 1.2818 1.2662
R2 1.2750 1.2750 1.2651
R1 1.2689 1.2689 1.2639 1.2720
PP 1.2621 1.2621 1.2621 1.2637
S1 1.2560 1.2560 1.2615 1.2591
S2 1.2492 1.2492 1.2603
S3 1.2363 1.2431 1.2592
S4 1.2234 1.2302 1.2556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2683 1.2554 0.0129 1.0% 0.0039 0.3% 57% True False 1
10 1.2683 1.2403 0.0280 2.2% 0.0034 0.3% 80% True False 4
20 1.2683 1.2324 0.0359 2.8% 0.0025 0.2% 84% True False 4
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 0.0003
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.3155
2.618 1.2974
1.618 1.2863
1.000 1.2794
0.618 1.2752
HIGH 1.2683
0.618 1.2641
0.500 1.2628
0.382 1.2614
LOW 1.2572
0.618 1.2503
1.000 1.2461
1.618 1.2392
2.618 1.2281
4.250 1.2100
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 1.2628 1.2625
PP 1.2627 1.2622
S1 1.2627 1.2620

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

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