CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 1.3178 1.3219 0.0041 0.3% 1.3025
High 1.3178 1.3219 0.0041 0.3% 1.3219
Low 1.3109 1.3219 0.0110 0.8% 1.2982
Close 1.3123 1.3219 0.0096 0.7% 1.3219
Range 0.0069 0.0000 -0.0069 -100.0% 0.0237
ATR 0.0082 0.0083 0.0001 1.2% 0.0000
Volume 2 9 7 350.0% 22
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3219 1.3219 1.3219
R3 1.3219 1.3219 1.3219
R2 1.3219 1.3219 1.3219
R1 1.3219 1.3219 1.3219 1.3219
PP 1.3219 1.3219 1.3219 1.3219
S1 1.3219 1.3219 1.3219 1.3219
S2 1.3219 1.3219 1.3219
S3 1.3219 1.3219 1.3219
S4 1.3219 1.3219 1.3219
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3851 1.3772 1.3349
R3 1.3614 1.3535 1.3284
R2 1.3377 1.3377 1.3262
R1 1.3298 1.3298 1.3241 1.3338
PP 1.3140 1.3140 1.3140 1.3160
S1 1.3061 1.3061 1.3197 1.3101
S2 1.2903 1.2903 1.3176
S3 1.2666 1.2824 1.3154
S4 1.2429 1.2587 1.3089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3219 1.2982 0.0237 1.8% 0.0041 0.3% 100% True False 4
10 1.3219 1.2690 0.0529 4.0% 0.0028 0.2% 100% True False 5
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3219
2.618 1.3219
1.618 1.3219
1.000 1.3219
0.618 1.3219
HIGH 1.3219
0.618 1.3219
0.500 1.3219
0.382 1.3219
LOW 1.3219
0.618 1.3219
1.000 1.3219
1.618 1.3219
2.618 1.3219
4.250 1.3219
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 1.3219 1.3180
PP 1.3219 1.3140
S1 1.3219 1.3101

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

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