CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 1.3062 1.3042 -0.0020 -0.2% 1.3276
High 1.3110 1.3072 -0.0038 -0.3% 1.3276
Low 1.3026 1.3010 -0.0016 -0.1% 1.2997
Close 1.3048 1.3036 -0.0012 -0.1% 1.3048
Range 0.0084 0.0062 -0.0022 -26.2% 0.0279
ATR 0.0106 0.0103 -0.0003 -3.0% 0.0000
Volume 256 148 -108 -42.2% 764
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3225 1.3193 1.3070
R3 1.3163 1.3131 1.3053
R2 1.3101 1.3101 1.3047
R1 1.3069 1.3069 1.3042 1.3054
PP 1.3039 1.3039 1.3039 1.3032
S1 1.3007 1.3007 1.3030 1.2992
S2 1.2977 1.2977 1.3025
S3 1.2915 1.2945 1.3019
S4 1.2853 1.2883 1.3002
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3944 1.3775 1.3201
R3 1.3665 1.3496 1.3125
R2 1.3386 1.3386 1.3099
R1 1.3217 1.3217 1.3074 1.3162
PP 1.3107 1.3107 1.3107 1.3080
S1 1.2938 1.2938 1.3022 1.2883
S2 1.2828 1.2828 1.2997
S3 1.2549 1.2659 1.2971
S4 1.2270 1.2380 1.2895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3251 1.2997 0.0254 1.9% 0.0099 0.8% 15% False False 156
10 1.3440 1.2997 0.0443 3.4% 0.0084 0.6% 9% False False 131
20 1.3555 1.2997 0.0558 4.3% 0.0085 0.7% 7% False False 73
40 1.4188 1.2997 0.1191 9.1% 0.0068 0.5% 3% False False 41
60 1.4188 1.2997 0.1191 9.1% 0.0045 0.3% 3% False False 29
80 1.4458 1.2997 0.1461 11.2% 0.0036 0.3% 3% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0022
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3336
2.618 1.3234
1.618 1.3172
1.000 1.3134
0.618 1.3110
HIGH 1.3072
0.618 1.3048
0.500 1.3041
0.382 1.3034
LOW 1.3010
0.618 1.2972
1.000 1.2948
1.618 1.2910
2.618 1.2848
4.250 1.2747
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 1.3041 1.3060
PP 1.3039 1.3052
S1 1.3038 1.3044

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

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