CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 1.3168 1.3139 -0.0029 -0.2% 1.3229
High 1.3168 1.3139 -0.0029 -0.2% 1.3229
Low 1.3168 1.3139 -0.0029 -0.2% 1.3095
Close 1.3168 1.3139 -0.0029 -0.2% 1.3168
Range
ATR 0.0075 0.0072 -0.0003 -4.4% 0.0000
Volume 2 4 2 100.0% 37
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3139 1.3139 1.3139
R3 1.3139 1.3139 1.3139
R2 1.3139 1.3139 1.3139
R1 1.3139 1.3139 1.3139 1.3139
PP 1.3139 1.3139 1.3139 1.3139
S1 1.3139 1.3139 1.3139 1.3139
S2 1.3139 1.3139 1.3139
S3 1.3139 1.3139 1.3139
S4 1.3139 1.3139 1.3139
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 1.3211 1.3095 0.0116 0.9% 0.0029 0.2% 38% False False 6
10 1.3229 1.2982 0.0247 1.9% 0.0042 0.3% 64% False False 5
20 1.3229 1.2690 0.0539 4.1% 0.0029 0.2% 83% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.3139
2.618 1.3139
1.618 1.3139
1.000 1.3139
0.618 1.3139
HIGH 1.3139
0.618 1.3139
0.500 1.3139
0.382 1.3139
LOW 1.3139
0.618 1.3139
1.000 1.3139
1.618 1.3139
2.618 1.3139
4.250 1.3139
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 1.3139 1.3148
PP 1.3139 1.3145
S1 1.3139 1.3142

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

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