CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 1.2956 1.2945 -0.0011 -0.1% 1.2765
High 1.2956 1.2945 -0.0011 -0.1% 1.2956
Low 1.2956 1.2945 -0.0011 -0.1% 1.2745
Close 1.2956 1.2945 -0.0011 -0.1% 1.2945
Range
ATR 0.0090 0.0084 -0.0006 -6.3% 0.0000
Volume 7 7 0 0.0% 28
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.2945 1.2945 1.2945
R3 1.2945 1.2945 1.2945
R2 1.2945 1.2945 1.2945
R1 1.2945 1.2945 1.2945 1.2945
PP 1.2945 1.2945 1.2945 1.2945
S1 1.2945 1.2945 1.2945 1.2945
S2 1.2945 1.2945 1.2945
S3 1.2945 1.2945 1.2945
S4 1.2945 1.2945 1.2945
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3515 1.3441 1.3061
R3 1.3304 1.3230 1.3003
R2 1.3093 1.3093 1.2984
R1 1.3019 1.3019 1.2964 1.3056
PP 1.2882 1.2882 1.2882 1.2901
S1 1.2808 1.2808 1.2926 1.2845
S2 1.2671 1.2671 1.2906
S3 1.2460 1.2597 1.2887
S4 1.2249 1.2386 1.2829
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% 0.0015 0.1% 96% False False 7
10 1.2956 1.2690 0.0266 2.1% 0.0014 0.1% 96% False False 5
Crabel Price Patterns
NR False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.2945
2.618 1.2945
1.618 1.2945
1.000 1.2945
0.618 1.2945
HIGH 1.2945
0.618 1.2945
0.500 1.2945
0.382 1.2945
LOW 1.2945
0.618 1.2945
1.000 1.2945
1.618 1.2945
2.618 1.2945
4.250 1.2945
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 1.2945 1.2925
PP 1.2945 1.2905
S1 1.2945 1.2885

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

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