CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 1.2717 1.2830 0.0113 0.9% 1.2690
High 1.2854 1.2891 0.0037 0.3% 1.2891
Low 1.2717 1.2645 -0.0072 -0.6% 1.2645
Close 1.2840 1.2683 -0.0157 -1.2% 1.2683
Range 0.0137 0.0246 0.0109 79.6% 0.0246
ATR 0.0109 0.0118 0.0010 9.1% 0.0000
Volume 233 265 32 13.7% 2,398
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3478 1.3326 1.2818
R3 1.3232 1.3080 1.2751
R2 1.2986 1.2986 1.2728
R1 1.2834 1.2834 1.2706 1.2787
PP 1.2740 1.2740 1.2740 1.2716
S1 1.2588 1.2588 1.2660 1.2541
S2 1.2494 1.2494 1.2638
S3 1.2248 1.2342 1.2615
S4 1.2002 1.2096 1.2548
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3478 1.3326 1.2818
R3 1.3232 1.3080 1.2751
R2 1.2986 1.2986 1.2728
R1 1.2834 1.2834 1.2706 1.2787
PP 1.2740 1.2740 1.2740 1.2716
S1 1.2588 1.2588 1.2660 1.2541
S2 1.2494 1.2494 1.2638
S3 1.2248 1.2342 1.2615
S4 1.2002 1.2096 1.2548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2891 1.2645 0.0246 1.9% 0.0132 1.0% 15% True True 479
10 1.3092 1.2645 0.0447 3.5% 0.0120 0.9% 9% False True 323
20 1.3237 1.2645 0.0592 4.7% 0.0105 0.8% 6% False True 237
40 1.3555 1.2645 0.0910 7.2% 0.0094 0.7% 4% False True 143
60 1.4188 1.2645 0.1543 12.2% 0.0076 0.6% 2% False True 97
80 1.4188 1.2645 0.1543 12.2% 0.0058 0.5% 2% False True 74
100 1.4458 1.2645 0.1813 14.3% 0.0048 0.4% 2% False True 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 1.3937
2.618 1.3535
1.618 1.3289
1.000 1.3137
0.618 1.3043
HIGH 1.2891
0.618 1.2797
0.500 1.2768
0.382 1.2739
LOW 1.2645
0.618 1.2493
1.000 1.2399
1.618 1.2247
2.618 1.2001
4.250 1.1600
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 1.2768 1.2768
PP 1.2740 1.2740
S1 1.2711 1.2711

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

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