CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 1.2558 1.2608 0.0050 0.4% 1.2403
High 1.2575 1.2613 0.0038 0.3% 1.2634
Low 1.2554 1.2608 0.0054 0.4% 1.2403
Close 1.2554 1.2613 0.0059 0.5% 1.2571
Range 0.0021 0.0005 -0.0016 -76.2% 0.0231
ATR 0.0055 0.0056 0.0000 0.5% 0.0000
Volume 1 3 2 200.0% 39
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2626 1.2625 1.2616
R3 1.2621 1.2620 1.2614
R2 1.2616 1.2616 1.2614
R1 1.2615 1.2615 1.2613 1.2616
PP 1.2611 1.2611 1.2611 1.2612
S1 1.2610 1.2610 1.2613 1.2611
S2 1.2606 1.2606 1.2612
S3 1.2601 1.2605 1.2612
S4 1.2596 1.2600 1.2610
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3229 1.3131 1.2698
R3 1.2998 1.2900 1.2635
R2 1.2767 1.2767 1.2613
R1 1.2669 1.2669 1.2592 1.2718
PP 1.2536 1.2536 1.2536 1.2561
S1 1.2438 1.2438 1.2550 1.2487
S2 1.2305 1.2305 1.2529
S3 1.2074 1.2207 1.2507
S4 1.1843 1.1976 1.2444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2634 1.2554 0.0080 0.6% 0.0019 0.2% 74% False False 7
10 1.2634 1.2330 0.0304 2.4% 0.0021 0.2% 93% False False 5
20 1.2634 1.2232 0.0402 3.2% 0.0023 0.2% 95% False False 4
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2634
2.618 1.2626
1.618 1.2621
1.000 1.2618
0.618 1.2616
HIGH 1.2613
0.618 1.2611
0.500 1.2611
0.382 1.2610
LOW 1.2608
0.618 1.2605
1.000 1.2603
1.618 1.2600
2.618 1.2595
4.250 1.2587
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 1.2612 1.2603
PP 1.2611 1.2593
S1 1.2611 1.2584

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

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