CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 1.3121 1.3091 -0.0030 -0.2% 1.3148
High 1.3121 1.3091 -0.0030 -0.2% 1.3309
Low 1.3121 1.3091 -0.0030 -0.2% 1.3148
Close 1.3121 1.3091 -0.0030 -0.2% 1.3191
Range
ATR
Volume 8 6 -2 -25.0% 28
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3091 1.3091 1.3091
R3 1.3091 1.3091 1.3091
R2 1.3091 1.3091 1.3091
R1 1.3091 1.3091 1.3091 1.3091
PP 1.3091 1.3091 1.3091 1.3091
S1 1.3091 1.3091 1.3091 1.3091
S2 1.3091 1.3091 1.3091
S3 1.3091 1.3091 1.3091
S4 1.3091 1.3091 1.3091
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3699 1.3606 1.3280
R3 1.3538 1.3445 1.3235
R2 1.3377 1.3377 1.3221
R1 1.3284 1.3284 1.3206 1.3331
PP 1.3216 1.3216 1.3216 1.3239
S1 1.3123 1.3123 1.3176 1.3170
S2 1.3055 1.3055 1.3161
S3 1.2894 1.2962 1.3147
S4 1.2733 1.2801 1.3102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3309 1.3091 0.0218 1.7% 0.0000 0.0% 0% False True 7
10 1.3309 1.3091 0.0218 1.7% 0.0010 0.1% 0% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3091
2.618 1.3091
1.618 1.3091
1.000 1.3091
0.618 1.3091
HIGH 1.3091
0.618 1.3091
0.500 1.3091
0.382 1.3091
LOW 1.3091
0.618 1.3091
1.000 1.3091
1.618 1.3091
2.618 1.3091
4.250 1.3091
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 1.3091 1.3158
PP 1.3091 1.3135
S1 1.3091 1.3113

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

View Archives - Comment on this page... - Back to Index of Symbols