CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 1.3096 1.2933 -0.0163 -1.2% 1.3042
High 1.3107 1.2995 -0.0112 -0.9% 1.3237
Low 1.2953 1.2897 -0.0056 -0.4% 1.3010
Close 1.2971 1.2965 -0.0006 0.0% 1.3086
Range 0.0154 0.0098 -0.0056 -36.4% 0.0227
ATR 0.0101 0.0101 0.0000 -0.2% 0.0000
Volume 6 378 372 6,200.0% 705
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3246 1.3204 1.3019
R3 1.3148 1.3106 1.2992
R2 1.3050 1.3050 1.2983
R1 1.3008 1.3008 1.2974 1.3029
PP 1.2952 1.2952 1.2952 1.2963
S1 1.2910 1.2910 1.2956 1.2931
S2 1.2854 1.2854 1.2947
S3 1.2756 1.2812 1.2938
S4 1.2658 1.2714 1.2911
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3792 1.3666 1.3211
R3 1.3565 1.3439 1.3148
R2 1.3338 1.3338 1.3128
R1 1.3212 1.3212 1.3107 1.3275
PP 1.3111 1.3111 1.3111 1.3143
S1 1.2985 1.2985 1.3065 1.3048
S2 1.2884 1.2884 1.3044
S3 1.2657 1.2758 1.3024
S4 1.2430 1.2531 1.2961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3133 1.2897 0.0236 1.8% 0.0078 0.6% 29% False True 156
10 1.3237 1.2897 0.0340 2.6% 0.0090 0.7% 20% False True 152
20 1.3555 1.2897 0.0658 5.1% 0.0091 0.7% 10% False True 117
40 1.3843 1.2897 0.0946 7.3% 0.0083 0.6% 7% False True 64
60 1.4188 1.2897 0.1291 10.0% 0.0056 0.4% 5% False True 44
80 1.4188 1.2897 0.1291 10.0% 0.0044 0.3% 5% False True 34
100 1.4458 1.2897 0.1561 12.0% 0.0037 0.3% 4% False True 28
Crabel Price Patterns
NR True
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3412
2.618 1.3252
1.618 1.3154
1.000 1.3093
0.618 1.3056
HIGH 1.2995
0.618 1.2958
0.500 1.2946
0.382 1.2934
LOW 1.2897
0.618 1.2836
1.000 1.2799
1.618 1.2738
2.618 1.2640
4.250 1.2481
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 1.2959 1.3002
PP 1.2952 1.2990
S1 1.2946 1.2977

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

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