CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 1.3137 1.3158 0.0021 0.2% 1.3080
High 1.3171 1.3235 0.0064 0.5% 1.3235
Low 1.3090 1.3146 0.0056 0.4% 1.3018
Close 1.3146 1.3229 0.0083 0.6% 1.3229
Range 0.0081 0.0089 0.0008 9.9% 0.0217
ATR 0.0093 0.0093 0.0000 -0.3% 0.0000
Volume 600 304 -296 -49.3% 1,595
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3470 1.3439 1.3278
R3 1.3381 1.3350 1.3253
R2 1.3292 1.3292 1.3245
R1 1.3261 1.3261 1.3237 1.3277
PP 1.3203 1.3203 1.3203 1.3211
S1 1.3172 1.3172 1.3221 1.3188
S2 1.3114 1.3114 1.3213
S3 1.3025 1.3083 1.3205
S4 1.2936 1.2994 1.3180
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3812 1.3737 1.3348
R3 1.3595 1.3520 1.3289
R2 1.3378 1.3378 1.3269
R1 1.3303 1.3303 1.3249 1.3341
PP 1.3161 1.3161 1.3161 1.3179
S1 1.3086 1.3086 1.3209 1.3124
S2 1.2944 1.2944 1.3189
S3 1.2727 1.2869 1.3169
S4 1.2510 1.2652 1.3110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3235 1.3018 0.0217 1.6% 0.0092 0.7% 97% True False 319
10 1.3235 1.3018 0.0217 1.6% 0.0085 0.6% 97% True False 224
20 1.3396 1.3018 0.0378 2.9% 0.0091 0.7% 56% False False 170
40 1.3493 1.3018 0.0475 3.6% 0.0083 0.6% 44% False False 114
60 1.3500 1.3018 0.0482 3.6% 0.0073 0.6% 44% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3613
2.618 1.3468
1.618 1.3379
1.000 1.3324
0.618 1.3290
HIGH 1.3235
0.618 1.3201
0.500 1.3191
0.382 1.3180
LOW 1.3146
0.618 1.3091
1.000 1.3057
1.618 1.3002
2.618 1.2913
4.250 1.2768
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 1.3216 1.3204
PP 1.3203 1.3179
S1 1.3191 1.3154

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

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