CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 1.3188 1.3226 0.0038 0.3% 1.3139
High 1.3190 1.3226 0.0036 0.3% 1.3310
Low 1.3183 1.3217 0.0034 0.3% 1.3139
Close 1.3183 1.3217 0.0034 0.3% 1.3183
Range 0.0007 0.0009 0.0002 28.6% 0.0171
ATR 0.0075 0.0073 -0.0002 -3.0% 0.0000
Volume 3 8 5 166.7% 27
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3247 1.3241 1.3222
R3 1.3238 1.3232 1.3219
R2 1.3229 1.3229 1.3219
R1 1.3223 1.3223 1.3218 1.3222
PP 1.3220 1.3220 1.3220 1.3219
S1 1.3214 1.3214 1.3216 1.3213
S2 1.3211 1.3211 1.3215
S3 1.3202 1.3205 1.3215
S4 1.3193 1.3196 1.3212
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% 0.0042 0.3% 46% False False 6
10 1.3310 1.3095 0.0215 1.6% 0.0035 0.3% 57% False False 6
20 1.3310 1.2745 0.0565 4.3% 0.0036 0.3% 84% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3264
2.618 1.3250
1.618 1.3241
1.000 1.3235
0.618 1.3232
HIGH 1.3226
0.618 1.3223
0.500 1.3222
0.382 1.3220
LOW 1.3217
0.618 1.3211
1.000 1.3208
1.618 1.3202
2.618 1.3193
4.250 1.3179
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 1.3222 1.3247
PP 1.3220 1.3237
S1 1.3219 1.3227

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

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