CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 1.2968 1.2800 -0.0168 -1.3% 1.3070
High 1.2968 1.2830 -0.0138 -1.1% 1.3092
Low 1.2800 1.2727 -0.0073 -0.6% 1.2727
Close 1.2809 1.2743 -0.0066 -0.5% 1.2743
Range 0.0168 0.0103 -0.0065 -38.7% 0.0365
ATR 0.0109 0.0108 0.0000 -0.4% 0.0000
Volume 109 305 196 179.8% 578
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3076 1.3012 1.2800
R3 1.2973 1.2909 1.2771
R2 1.2870 1.2870 1.2762
R1 1.2806 1.2806 1.2752 1.2787
PP 1.2767 1.2767 1.2767 1.2757
S1 1.2703 1.2703 1.2734 1.2684
S2 1.2664 1.2664 1.2724
S3 1.2561 1.2600 1.2715
S4 1.2458 1.2497 1.2686
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3949 1.3711 1.2944
R3 1.3584 1.3346 1.2843
R2 1.3219 1.3219 1.2810
R1 1.2981 1.2981 1.2776 1.2918
PP 1.2854 1.2854 1.2854 1.2822
S1 1.2616 1.2616 1.2710 1.2553
S2 1.2489 1.2489 1.2676
S3 1.2124 1.2251 1.2643
S4 1.1759 1.1886 1.2542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3092 1.2727 0.0365 2.9% 0.0109 0.9% 4% False True 167
10 1.3133 1.2727 0.0406 3.2% 0.0093 0.7% 4% False True 162
20 1.3440 1.2727 0.0713 5.6% 0.0098 0.8% 2% False True 153
40 1.3785 1.2727 0.1058 8.3% 0.0093 0.7% 2% False True 85
60 1.4188 1.2727 0.1461 11.5% 0.0065 0.5% 1% False True 58
80 1.4188 1.2727 0.1461 11.5% 0.0051 0.4% 1% False True 44
100 1.4458 1.2727 0.1731 13.6% 0.0042 0.3% 1% False True 36
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3268
2.618 1.3100
1.618 1.2997
1.000 1.2933
0.618 1.2894
HIGH 1.2830
0.618 1.2791
0.500 1.2779
0.382 1.2766
LOW 1.2727
0.618 1.2663
1.000 1.2624
1.618 1.2560
2.618 1.2457
4.250 1.2289
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 1.2779 1.2899
PP 1.2767 1.2847
S1 1.2755 1.2795

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

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