CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 1.3290 1.3188 -0.0102 -0.8% 1.3139
High 1.3310 1.3190 -0.0120 -0.9% 1.3310
Low 1.3290 1.3183 -0.0107 -0.8% 1.3139
Close 1.3301 1.3183 -0.0118 -0.9% 1.3183
Range 0.0020 0.0007 -0.0013 -65.0% 0.0171
ATR 0.0072 0.0075 0.0003 4.6% 0.0000
Volume 3 3 0 0.0% 27
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3206 1.3202 1.3187
R3 1.3199 1.3195 1.3185
R2 1.3192 1.3192 1.3184
R1 1.3188 1.3188 1.3184 1.3187
PP 1.3185 1.3185 1.3185 1.3185
S1 1.3181 1.3181 1.3182 1.3180
S2 1.3178 1.3178 1.3182
S3 1.3171 1.3174 1.3181
S4 1.3164 1.3167 1.3179
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3724 1.3624 1.3277
R3 1.3553 1.3453 1.3230
R2 1.3382 1.3382 1.3214
R1 1.3282 1.3282 1.3199 1.3332
PP 1.3211 1.3211 1.3211 1.3236
S1 1.3111 1.3111 1.3167 1.3161
S2 1.3040 1.3040 1.3152
S3 1.2869 1.2940 1.3136
S4 1.2698 1.2769 1.3089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3310 1.3139 0.0171 1.3% 0.0040 0.3% 26% False False 5
10 1.3310 1.3095 0.0215 1.6% 0.0043 0.3% 41% False False 6
20 1.3310 1.2690 0.0620 4.7% 0.0036 0.3% 80% False False 6
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3220
2.618 1.3208
1.618 1.3201
1.000 1.3197
0.618 1.3194
HIGH 1.3190
0.618 1.3187
0.500 1.3187
0.382 1.3186
LOW 1.3183
0.618 1.3179
1.000 1.3176
1.618 1.3172
2.618 1.3165
4.250 1.3153
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 1.3187 1.3247
PP 1.3185 1.3225
S1 1.3184 1.3204

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

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