CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 1.2251 1.2211 -0.0040 -0.3% 1.2280
High 1.2259 1.2267 0.0008 0.1% 1.2345
Low 1.2176 1.2171 -0.0005 0.0% 1.2171
Close 1.2206 1.2251 0.0045 0.4% 1.2251
Range 0.0083 0.0096 0.0013 15.7% 0.0174
ATR 0.0118 0.0116 -0.0002 -1.3% 0.0000
Volume 202,924 224,360 21,436 10.6% 1,095,140
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2518 1.2480 1.2304
R3 1.2422 1.2384 1.2277
R2 1.2326 1.2326 1.2269
R1 1.2288 1.2288 1.2260 1.2307
PP 1.2230 1.2230 1.2230 1.2239
S1 1.2192 1.2192 1.2242 1.2211
S2 1.2134 1.2134 1.2233
S3 1.2038 1.2096 1.2225
S4 1.1942 1.2000 1.2198
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2778 1.2688 1.2347
R3 1.2604 1.2514 1.2299
R2 1.2430 1.2430 1.2283
R1 1.2340 1.2340 1.2267 1.2298
PP 1.2256 1.2256 1.2256 1.2235
S1 1.2166 1.2166 1.2235 1.2124
S2 1.2082 1.2082 1.2219
S3 1.1908 1.1992 1.2203
S4 1.1734 1.1818 1.2155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2345 1.2171 0.0174 1.4% 0.0087 0.7% 46% False True 219,028
10 1.2703 1.2171 0.0532 4.3% 0.0126 1.0% 15% False True 255,067
20 1.2759 1.2171 0.0588 4.8% 0.0119 1.0% 14% False True 260,467
40 1.2838 1.2171 0.0667 5.4% 0.0122 1.0% 12% False True 143,945
60 1.3292 1.2171 0.1121 9.2% 0.0107 0.9% 7% False True 96,084
80 1.3396 1.2171 0.1225 10.0% 0.0103 0.8% 7% False True 72,097
100 1.3500 1.2171 0.1329 10.8% 0.0097 0.8% 6% False True 57,688
120 1.3500 1.2171 0.1329 10.8% 0.0090 0.7% 6% False True 48,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2675
2.618 1.2518
1.618 1.2422
1.000 1.2363
0.618 1.2326
HIGH 1.2267
0.618 1.2230
0.500 1.2219
0.382 1.2208
LOW 1.2171
0.618 1.2112
1.000 1.2075
1.618 1.2016
2.618 1.1920
4.250 1.1763
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 1.2240 1.2247
PP 1.2230 1.2243
S1 1.2219 1.2240

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

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