CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 1.3045 1.3025 -0.0020 -0.2% 1.3443
High 1.3080 1.3095 0.0015 0.1% 1.3488
Low 1.2997 1.3010 0.0013 0.1% 1.3330
Close 1.3011 1.3039 0.0028 0.2% 1.3389
Range 0.0083 0.0085 0.0002 2.4% 0.0158
ATR 0.0110 0.0108 -0.0002 -1.6% 0.0000
Volume 111 155 44 39.6% 403
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3303 1.3256 1.3086
R3 1.3218 1.3171 1.3062
R2 1.3133 1.3133 1.3055
R1 1.3086 1.3086 1.3047 1.3110
PP 1.3048 1.3048 1.3048 1.3060
S1 1.3001 1.3001 1.3031 1.3025
S2 1.2963 1.2963 1.3023
S3 1.2878 1.2916 1.3016
S4 1.2793 1.2831 1.2992
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3876 1.3791 1.3476
R3 1.3718 1.3633 1.3432
R2 1.3560 1.3560 1.3418
R1 1.3475 1.3475 1.3403 1.3439
PP 1.3402 1.3402 1.3402 1.3384
S1 1.3317 1.3317 1.3375 1.3281
S2 1.3244 1.3244 1.3360
S3 1.3086 1.3159 1.3346
S4 1.2928 1.3001 1.3302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3410 1.2997 0.0413 3.2% 0.0097 0.7% 10% False False 171
10 1.3555 1.2997 0.0558 4.3% 0.0095 0.7% 8% False False 91
20 1.3555 1.2997 0.0558 4.3% 0.0083 0.6% 8% False False 55
40 1.4188 1.2997 0.1191 9.1% 0.0064 0.5% 4% False False 31
60 1.4188 1.2997 0.1191 9.1% 0.0043 0.3% 4% False False 22
80 1.4458 1.2997 0.1461 11.2% 0.0034 0.3% 3% False False 17
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3456
2.618 1.3318
1.618 1.3233
1.000 1.3180
0.618 1.3148
HIGH 1.3095
0.618 1.3063
0.500 1.3053
0.382 1.3042
LOW 1.3010
0.618 1.2957
1.000 1.2925
1.618 1.2872
2.618 1.2787
4.250 1.2649
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 1.3053 1.3124
PP 1.3048 1.3096
S1 1.3044 1.3067

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

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