CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 1.2845 1.2956 0.0111 0.9% 1.2800
High 1.2860 1.2956 0.0096 0.7% 1.2852
Low 1.2813 1.2956 0.0143 1.1% 1.2690
Close 1.2860 1.2956 0.0096 0.7% 1.2698
Range 0.0047 0.0000 -0.0047 -100.0% 0.0162
ATR 0.0000 0.0090 0.0090 0.0000
Volume 8 7 -1 -12.5% 21
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.2956 1.2956 1.2956
R3 1.2956 1.2956 1.2956
R2 1.2956 1.2956 1.2956
R1 1.2956 1.2956 1.2956 1.2956
PP 1.2956 1.2956 1.2956 1.2956
S1 1.2956 1.2956 1.2956 1.2956
S2 1.2956 1.2956 1.2956
S3 1.2956 1.2956 1.2956
S4 1.2956 1.2956 1.2956
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3233 1.3127 1.2787
R3 1.3071 1.2965 1.2743
R2 1.2909 1.2909 1.2728
R1 1.2803 1.2803 1.2713 1.2775
PP 1.2747 1.2747 1.2747 1.2733
S1 1.2641 1.2641 1.2683 1.2613
S2 1.2585 1.2585 1.2668
S3 1.2423 1.2479 1.2653
S4 1.2261 1.2317 1.2609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2956 1.2690 0.0266 2.1% 0.0026 0.2% 100% True False 6
10 1.2956 1.2690 0.0266 2.1% 0.0014 0.1% 100% True False 6
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2956
2.618 1.2956
1.618 1.2956
1.000 1.2956
0.618 1.2956
HIGH 1.2956
0.618 1.2956
0.500 1.2956
0.382 1.2956
LOW 1.2956
0.618 1.2956
1.000 1.2956
1.618 1.2956
2.618 1.2956
4.250 1.2956
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 1.2956 1.2921
PP 1.2956 1.2886
S1 1.2956 1.2851

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

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