CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 1.3132 1.3125 -0.0007 -0.1% 1.3378
High 1.3155 1.3166 0.0011 0.1% 1.3390
Low 1.3080 1.3112 0.0032 0.2% 1.3057
Close 1.3094 1.3115 0.0021 0.2% 1.3098
Range 0.0075 0.0054 -0.0021 -28.0% 0.0333
ATR 0.0092 0.0090 -0.0001 -1.5% 0.0000
Volume 26 345 319 1,226.9% 728
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3293 1.3258 1.3145
R3 1.3239 1.3204 1.3130
R2 1.3185 1.3185 1.3125
R1 1.3150 1.3150 1.3120 1.3141
PP 1.3131 1.3131 1.3131 1.3126
S1 1.3096 1.3096 1.3110 1.3087
S2 1.3077 1.3077 1.3105
S3 1.3023 1.3042 1.3100
S4 1.2969 1.2988 1.3085
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 1.3172 1.3057 0.0115 0.9% 0.0075 0.6% 50% False False 141
10 1.3390 1.3057 0.0333 2.5% 0.0085 0.7% 17% False False 134
20 1.3396 1.3054 0.0342 2.6% 0.0090 0.7% 18% False False 118
40 1.3500 1.3023 0.0477 3.6% 0.0080 0.6% 19% False False 73
60 1.3500 1.2813 0.0687 5.2% 0.0066 0.5% 44% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3396
2.618 1.3307
1.618 1.3253
1.000 1.3220
0.618 1.3199
HIGH 1.3166
0.618 1.3145
0.500 1.3139
0.382 1.3133
LOW 1.3112
0.618 1.3079
1.000 1.3058
1.618 1.3025
2.618 1.2971
4.250 1.2883
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 1.3139 1.3123
PP 1.3131 1.3120
S1 1.3123 1.3118

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

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