CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 1.3139 1.3285 0.0146 1.1% 1.3229
High 1.3277 1.3285 0.0008 0.1% 1.3229
Low 1.3139 1.3251 0.0112 0.9% 1.3095
Close 1.3263 1.3264 0.0001 0.0% 1.3168
Range 0.0138 0.0034 -0.0104 -75.4% 0.0134
ATR 0.0077 0.0073 -0.0003 -4.0% 0.0000
Volume 4 13 9 225.0% 37
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3369 1.3350 1.3283
R3 1.3335 1.3316 1.3273
R2 1.3301 1.3301 1.3270
R1 1.3282 1.3282 1.3267 1.3275
PP 1.3267 1.3267 1.3267 1.3263
S1 1.3248 1.3248 1.3261 1.3241
S2 1.3233 1.3233 1.3258
S3 1.3199 1.3214 1.3255
S4 1.3165 1.3180 1.3245
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 1.3285 1.3128 0.0157 1.2% 0.0040 0.3% 87% True False 6
10 1.3285 1.3095 0.0190 1.4% 0.0047 0.4% 89% True False 6
20 1.3285 1.2690 0.0595 4.5% 0.0037 0.3% 96% 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3430
2.618 1.3374
1.618 1.3340
1.000 1.3319
0.618 1.3306
HIGH 1.3285
0.618 1.3272
0.500 1.3268
0.382 1.3264
LOW 1.3251
0.618 1.3230
1.000 1.3217
1.618 1.3196
2.618 1.3162
4.250 1.3107
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 1.3268 1.3247
PP 1.3267 1.3229
S1 1.3265 1.3212

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

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