CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 06-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 06-Apr-2012 Change Change % Previous Week
Open 1.3151 1.3090 -0.0061 -0.5% 1.3378
High 1.3172 1.3142 -0.0030 -0.2% 1.3390
Low 1.3057 1.3074 0.0017 0.1% 1.3057
Close 1.3079 1.3098 0.0019 0.1% 1.3098
Range 0.0115 0.0068 -0.0047 -40.9% 0.0333
ATR 0.0097 0.0095 -0.0002 -2.2% 0.0000
Volume 131 164 33 25.2% 728
Daily Pivots for day following 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3309 1.3271 1.3135
R3 1.3241 1.3203 1.3117
R2 1.3173 1.3173 1.3110
R1 1.3135 1.3135 1.3104 1.3154
PP 1.3105 1.3105 1.3105 1.3114
S1 1.3067 1.3067 1.3092 1.3086
S2 1.3037 1.3037 1.3086
S3 1.2969 1.2999 1.3079
S4 1.2901 1.2931 1.3061
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.4181 1.3972 1.3281
R3 1.3848 1.3639 1.3190
R2 1.3515 1.3515 1.3159
R1 1.3306 1.3306 1.3129 1.3244
PP 1.3182 1.3182 1.3182 1.3151
S1 1.2973 1.2973 1.3067 1.2911
S2 1.2849 1.2849 1.3037
S3 1.2516 1.2640 1.3006
S4 1.2183 1.2307 1.2915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3390 1.3057 0.0333 2.5% 0.0106 0.8% 12% False False 145
10 1.3396 1.3057 0.0339 2.6% 0.0098 0.7% 12% False False 117
20 1.3396 1.3032 0.0364 2.8% 0.0089 0.7% 18% False False 104
40 1.3500 1.3023 0.0477 3.6% 0.0077 0.6% 16% False False 63
60 1.3500 1.2690 0.0810 6.2% 0.0064 0.5% 50% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3431
2.618 1.3320
1.618 1.3252
1.000 1.3210
0.618 1.3184
HIGH 1.3142
0.618 1.3116
0.500 1.3108
0.382 1.3100
LOW 1.3074
0.618 1.3032
1.000 1.3006
1.618 1.2964
2.618 1.2896
4.250 1.2785
Fisher Pivots for day following 06-Apr-2012
Pivot 1 day 3 day
R1 1.3108 1.3150
PP 1.3105 1.3133
S1 1.3101 1.3115

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

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