CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 1.2292 1.2286 -0.0006 0.0% 1.2256
High 1.2335 1.2292 -0.0043 -0.3% 1.2335
Low 1.2237 1.2153 -0.0084 -0.7% 1.2153
Close 1.2287 1.2168 -0.0119 -1.0% 1.2168
Range 0.0098 0.0139 0.0041 41.8% 0.0182
ATR 0.0114 0.0116 0.0002 1.6% 0.0000
Volume 252,344 240,253 -12,091 -4.8% 1,180,567
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2621 1.2534 1.2244
R3 1.2482 1.2395 1.2206
R2 1.2343 1.2343 1.2193
R1 1.2256 1.2256 1.2181 1.2230
PP 1.2204 1.2204 1.2204 1.2192
S1 1.2117 1.2117 1.2155 1.2091
S2 1.2065 1.2065 1.2143
S3 1.1926 1.1978 1.2130
S4 1.1787 1.1839 1.2092
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2765 1.2648 1.2268
R3 1.2583 1.2466 1.2218
R2 1.2401 1.2401 1.2201
R1 1.2284 1.2284 1.2185 1.2252
PP 1.2219 1.2219 1.2219 1.2202
S1 1.2102 1.2102 1.2151 1.2070
S2 1.2037 1.2037 1.2135
S3 1.1855 1.1920 1.2118
S4 1.1673 1.1738 1.2068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2335 1.2153 0.0182 1.5% 0.0115 0.9% 8% False True 236,113
10 1.2345 1.2153 0.0192 1.6% 0.0101 0.8% 8% False True 227,570
20 1.2703 1.2153 0.0550 4.5% 0.0113 0.9% 3% False True 246,663
40 1.2759 1.2153 0.0606 5.0% 0.0121 1.0% 2% False True 173,359
60 1.3292 1.2153 0.1139 9.4% 0.0110 0.9% 1% False True 115,735
80 1.3390 1.2153 0.1237 10.2% 0.0104 0.9% 1% False True 86,848
100 1.3396 1.2153 0.1243 10.2% 0.0099 0.8% 1% False True 69,492
120 1.3500 1.2153 0.1347 11.1% 0.0093 0.8% 1% False True 57,912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2883
2.618 1.2656
1.618 1.2517
1.000 1.2431
0.618 1.2378
HIGH 1.2292
0.618 1.2239
0.500 1.2223
0.382 1.2206
LOW 1.2153
0.618 1.2067
1.000 1.2014
1.618 1.1928
2.618 1.1789
4.250 1.1562
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 1.2223 1.2244
PP 1.2204 1.2219
S1 1.2186 1.2193

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

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