CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 1.3108 1.3162 0.0054 0.4% 1.3092
High 1.3108 1.3162 0.0054 0.4% 1.3225
Low 1.3108 1.3162 0.0054 0.4% 1.3092
Close 1.3108 1.3162 0.0054 0.4% 1.3108
Range
ATR 0.0064 0.0063 -0.0001 -1.1% 0.0000
Volume 3 15 12 400.0% 13
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3162 1.3162 1.3162
R3 1.3162 1.3162 1.3162
R2 1.3162 1.3162 1.3162
R1 1.3162 1.3162 1.3162 1.3162
PP 1.3162 1.3162 1.3162 1.3162
S1 1.3162 1.3162 1.3162 1.3162
S2 1.3162 1.3162 1.3162
S3 1.3162 1.3162 1.3162
S4 1.3162 1.3162 1.3162
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3541 1.3457 1.3181
R3 1.3408 1.3324 1.3145
R2 1.3275 1.3275 1.3132
R1 1.3191 1.3191 1.3120 1.3233
PP 1.3142 1.3142 1.3142 1.3163
S1 1.3058 1.3058 1.3096 1.3100
S2 1.3009 1.3009 1.3084
S3 1.2876 1.2925 1.3071
S4 1.2743 1.2792 1.3035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3225 1.3107 0.0118 0.9% 0.0005 0.0% 47% False False 4
10 1.3237 1.3075 0.0162 1.2% 0.0015 0.1% 54% False False 6
20 1.3364 1.3075 0.0289 2.2% 0.0019 0.1% 30% False False 5
40 1.3491 1.3046 0.0445 3.4% 0.0023 0.2% 26% False False 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3162
2.618 1.3162
1.618 1.3162
1.000 1.3162
0.618 1.3162
HIGH 1.3162
0.618 1.3162
0.500 1.3162
0.382 1.3162
LOW 1.3162
0.618 1.3162
1.000 1.3162
1.618 1.3162
2.618 1.3162
4.250 1.3162
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 1.3162 1.3167
PP 1.3162 1.3165
S1 1.3162 1.3164

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

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