CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 1.3025 1.3043 0.0018 0.1% 1.2765
High 1.3042 1.3043 0.0001 0.0% 1.2956
Low 1.3025 1.3043 0.0018 0.1% 1.2745
Close 1.3042 1.3043 0.0001 0.0% 1.2945
Range 0.0017 0.0000 -0.0017 -100.0% 0.0211
ATR 0.0085 0.0079 -0.0006 -7.1% 0.0000
Volume 7 2 -5 -71.4% 28
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3043 1.3043 1.3043
R3 1.3043 1.3043 1.3043
R2 1.3043 1.3043 1.3043
R1 1.3043 1.3043 1.3043 1.3043
PP 1.3043 1.3043 1.3043 1.3043
S1 1.3043 1.3043 1.3043 1.3043
S2 1.3043 1.3043 1.3043
S3 1.3043 1.3043 1.3043
S4 1.3043 1.3043 1.3043
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 1.3043 1.2813 0.0230 1.8% 0.0013 0.1% 100% True False 6
10 1.3043 1.2690 0.0353 2.7% 0.0015 0.1% 100% True False 4
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3043
2.618 1.3043
1.618 1.3043
1.000 1.3043
0.618 1.3043
HIGH 1.3043
0.618 1.3043
0.500 1.3043
0.382 1.3043
LOW 1.3043
0.618 1.3043
1.000 1.3043
1.618 1.3043
2.618 1.3043
4.250 1.3043
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 1.3043 1.3027
PP 1.3043 1.3010
S1 1.3043 1.2994

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

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