CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 1.3132 1.3186 0.0054 0.4% 1.3099
High 1.3225 1.3186 -0.0039 -0.3% 1.3225
Low 1.3122 1.3089 -0.0033 -0.3% 1.3080
Close 1.3210 1.3094 -0.0116 -0.9% 1.3094
Range 0.0103 0.0097 -0.0006 -5.8% 0.0145
ATR 0.0092 0.0094 0.0002 2.3% 0.0000
Volume 47 191 144 306.4% 650
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3414 1.3351 1.3147
R3 1.3317 1.3254 1.3121
R2 1.3220 1.3220 1.3112
R1 1.3157 1.3157 1.3103 1.3140
PP 1.3123 1.3123 1.3123 1.3115
S1 1.3060 1.3060 1.3085 1.3043
S2 1.3026 1.3026 1.3076
S3 1.2929 1.2963 1.3067
S4 1.2832 1.2866 1.3041
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3568 1.3476 1.3174
R3 1.3423 1.3331 1.3134
R2 1.3278 1.3278 1.3121
R1 1.3186 1.3186 1.3107 1.3160
PP 1.3133 1.3133 1.3133 1.3120
S1 1.3041 1.3041 1.3081 1.3015
S2 1.2988 1.2988 1.3067
S3 1.2843 1.2896 1.3054
S4 1.2698 1.2751 1.3014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3225 1.3080 0.0145 1.1% 0.0078 0.6% 10% False False 130
10 1.3390 1.3057 0.0333 2.5% 0.0092 0.7% 11% False False 137
20 1.3396 1.3057 0.0339 2.6% 0.0090 0.7% 11% False False 126
40 1.3500 1.3032 0.0468 3.6% 0.0079 0.6% 13% False False 78
60 1.3500 1.2945 0.0555 4.2% 0.0069 0.5% 27% False False 54
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3598
2.618 1.3440
1.618 1.3343
1.000 1.3283
0.618 1.3246
HIGH 1.3186
0.618 1.3149
0.500 1.3138
0.382 1.3126
LOW 1.3089
0.618 1.3029
1.000 1.2992
1.618 1.2932
2.618 1.2835
4.250 1.2677
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 1.3138 1.3157
PP 1.3123 1.3136
S1 1.3109 1.3115

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

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