CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 1.3149 1.3168 0.0019 0.1% 1.3229
High 1.3156 1.3168 0.0012 0.1% 1.3229
Low 1.3128 1.3168 0.0040 0.3% 1.3095
Close 1.3156 1.3168 0.0012 0.1% 1.3168
Range 0.0028 0.0000 -0.0028 -100.0% 0.0134
ATR 0.0080 0.0075 -0.0005 -6.1% 0.0000
Volume 10 2 -8 -80.0% 37
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3168 1.3168 1.3168
R3 1.3168 1.3168 1.3168
R2 1.3168 1.3168 1.3168
R1 1.3168 1.3168 1.3168 1.3168
PP 1.3168 1.3168 1.3168 1.3168
S1 1.3168 1.3168 1.3168 1.3168
S2 1.3168 1.3168 1.3168
S3 1.3168 1.3168 1.3168
S4 1.3168 1.3168 1.3168
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3566 1.3501 1.3242
R3 1.3432 1.3367 1.3205
R2 1.3298 1.3298 1.3193
R1 1.3233 1.3233 1.3180 1.3199
PP 1.3164 1.3164 1.3164 1.3147
S1 1.3099 1.3099 1.3156 1.3065
S2 1.3030 1.3030 1.3143
S3 1.2896 1.2965 1.3131
S4 1.2762 1.2831 1.3094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3229 1.3095 0.0134 1.0% 0.0046 0.4% 54% False False 7
10 1.3229 1.2982 0.0247 1.9% 0.0044 0.3% 75% False False 5
20 1.3229 1.2690 0.0539 4.1% 0.0029 0.2% 89% False 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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3168
2.618 1.3168
1.618 1.3168
1.000 1.3168
0.618 1.3168
HIGH 1.3168
0.618 1.3168
0.500 1.3168
0.382 1.3168
LOW 1.3168
0.618 1.3168
1.000 1.3168
1.618 1.3168
2.618 1.3168
4.250 1.3168
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 1.3168 1.3163
PP 1.3168 1.3158
S1 1.3168 1.3153

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

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