CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 1.2598 1.2408 -0.0190 -1.5% 1.2678
High 1.2619 1.2414 -0.0205 -1.6% 1.2682
Low 1.2374 1.2271 -0.0103 -0.8% 1.2271
Close 1.2401 1.2283 -0.0118 -1.0% 1.2283
Range 0.0245 0.0143 -0.0102 -41.6% 0.0411
ATR 0.0128 0.0129 0.0001 0.8% 0.0000
Volume 389,866 286,182 -103,684 -26.6% 1,078,517
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2752 1.2660 1.2362
R3 1.2609 1.2517 1.2322
R2 1.2466 1.2466 1.2309
R1 1.2374 1.2374 1.2296 1.2349
PP 1.2323 1.2323 1.2323 1.2310
S1 1.2231 1.2231 1.2270 1.2206
S2 1.2180 1.2180 1.2257
S3 1.2037 1.2088 1.2244
S4 1.1894 1.1945 1.2204
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3645 1.3375 1.2509
R3 1.3234 1.2964 1.2396
R2 1.2823 1.2823 1.2358
R1 1.2553 1.2553 1.2321 1.2483
PP 1.2412 1.2412 1.2412 1.2377
S1 1.2142 1.2142 1.2245 1.2072
S2 1.2001 1.2001 1.2208
S3 1.1590 1.1731 1.2170
S4 1.1179 1.1320 1.2057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2703 1.2271 0.0432 3.5% 0.0166 1.3% 3% False True 291,107
10 1.2703 1.2271 0.0432 3.5% 0.0126 1.0% 3% False True 265,756
20 1.2759 1.2271 0.0488 4.0% 0.0131 1.1% 2% False True 230,712
40 1.2989 1.2271 0.0718 5.8% 0.0120 1.0% 2% False True 116,649
60 1.3292 1.2271 0.1021 8.3% 0.0108 0.9% 1% False True 77,847
80 1.3396 1.2271 0.1125 9.2% 0.0103 0.8% 1% False True 58,415
100 1.3500 1.2271 0.1229 10.0% 0.0097 0.8% 1% False True 46,737
120 1.3500 1.2271 0.1229 10.0% 0.0087 0.7% 1% False True 38,949
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 False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3022
2.618 1.2788
1.618 1.2645
1.000 1.2557
0.618 1.2502
HIGH 1.2414
0.618 1.2359
0.500 1.2343
0.382 1.2326
LOW 1.2271
0.618 1.2183
1.000 1.2128
1.618 1.2040
2.618 1.1897
4.250 1.1663
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 1.2343 1.2455
PP 1.2323 1.2398
S1 1.2303 1.2340

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

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