CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 1.2408 1.2280 -0.0128 -1.0% 1.2678
High 1.2414 1.2336 -0.0078 -0.6% 1.2682
Low 1.2271 1.2266 -0.0005 0.0% 1.2271
Close 1.2283 1.2321 0.0038 0.3% 1.2283
Range 0.0143 0.0070 -0.0073 -51.0% 0.0411
ATR 0.0129 0.0125 -0.0004 -3.3% 0.0000
Volume 286,182 216,618 -69,564 -24.3% 1,078,517
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2518 1.2489 1.2360
R3 1.2448 1.2419 1.2340
R2 1.2378 1.2378 1.2334
R1 1.2349 1.2349 1.2327 1.2364
PP 1.2308 1.2308 1.2308 1.2315
S1 1.2279 1.2279 1.2315 1.2294
S2 1.2238 1.2238 1.2308
S3 1.2168 1.2209 1.2302
S4 1.2098 1.2139 1.2283
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 1.2682 1.2266 0.0416 3.4% 0.0126 1.0% 13% False True 259,027
10 1.2703 1.2266 0.0437 3.5% 0.0126 1.0% 13% False True 262,727
20 1.2759 1.2266 0.0493 4.0% 0.0126 1.0% 11% False True 239,957
40 1.2964 1.2266 0.0698 5.7% 0.0121 1.0% 8% False True 122,052
60 1.3292 1.2266 0.1026 8.3% 0.0107 0.9% 5% False True 81,457
80 1.3396 1.2266 0.1130 9.2% 0.0103 0.8% 5% False True 61,122
100 1.3500 1.2266 0.1234 10.0% 0.0096 0.8% 4% False True 48,903
120 1.3500 1.2266 0.1234 10.0% 0.0087 0.7% 4% False True 40,754
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2634
2.618 1.2519
1.618 1.2449
1.000 1.2406
0.618 1.2379
HIGH 1.2336
0.618 1.2309
0.500 1.2301
0.382 1.2293
LOW 1.2266
0.618 1.2223
1.000 1.2196
1.618 1.2153
2.618 1.2083
4.250 1.1969
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 1.2314 1.2443
PP 1.2308 1.2402
S1 1.2301 1.2362

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

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