CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
06-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 1.3090 1.3099 0.0009 0.1% 1.3378
High 1.3142 1.3147 0.0005 0.0% 1.3390
Low 1.3074 1.3086 0.0012 0.1% 1.3057
Close 1.3098 1.3138 0.0040 0.3% 1.3098
Range 0.0068 0.0061 -0.0007 -10.3% 0.0333
ATR 0.0095 0.0093 -0.0002 -2.6% 0.0000
Volume 164 41 -123 -75.0% 728
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3307 1.3283 1.3172
R3 1.3246 1.3222 1.3155
R2 1.3185 1.3185 1.3149
R1 1.3161 1.3161 1.3144 1.3173
PP 1.3124 1.3124 1.3124 1.3130
S1 1.3100 1.3100 1.3132 1.3112
S2 1.3063 1.3063 1.3127
S3 1.3002 1.3039 1.3121
S4 1.2941 1.2978 1.3104
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 1.3377 1.3057 0.0320 2.4% 0.0100 0.8% 25% False False 128
10 1.3396 1.3057 0.0339 2.6% 0.0087 0.7% 24% False False 116
20 1.3396 1.3032 0.0364 2.8% 0.0092 0.7% 29% False False 105
40 1.3500 1.3023 0.0477 3.6% 0.0079 0.6% 24% False False 64
60 1.3500 1.2690 0.0810 6.2% 0.0064 0.5% 55% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3406
2.618 1.3307
1.618 1.3246
1.000 1.3208
0.618 1.3185
HIGH 1.3147
0.618 1.3124
0.500 1.3117
0.382 1.3109
LOW 1.3086
0.618 1.3048
1.000 1.3025
1.618 1.2987
2.618 1.2926
4.250 1.2827
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 1.3131 1.3130
PP 1.3124 1.3122
S1 1.3117 1.3115

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

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