CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 1.3169 1.3186 0.0017 0.1% 1.3224
High 1.3169 1.3186 0.0017 0.1% 1.3224
Low 1.3169 1.3186 0.0017 0.1% 1.3091
Close 1.3169 1.3186 0.0017 0.1% 1.3186
Range
ATR
Volume 6 6 0 0.0% 34
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3186 1.3186 1.3186
R3 1.3186 1.3186 1.3186
R2 1.3186 1.3186 1.3186
R1 1.3186 1.3186 1.3186 1.3186
PP 1.3186 1.3186 1.3186 1.3186
S1 1.3186 1.3186 1.3186 1.3186
S2 1.3186 1.3186 1.3186
S3 1.3186 1.3186 1.3186
S4 1.3186 1.3186 1.3186
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3566 1.3509 1.3259
R3 1.3433 1.3376 1.3223
R2 1.3300 1.3300 1.3210
R1 1.3243 1.3243 1.3198 1.3205
PP 1.3167 1.3167 1.3167 1.3148
S1 1.3110 1.3110 1.3174 1.3072
S2 1.3034 1.3034 1.3162
S3 1.2901 1.2977 1.3149
S4 1.2768 1.2844 1.3113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3224 1.3091 0.0133 1.0% 0.0000 0.0% 71% False False 6
10 1.3309 1.3091 0.0218 1.7% 0.0010 0.1% 44% False False 6
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3186
2.618 1.3186
1.618 1.3186
1.000 1.3186
0.618 1.3186
HIGH 1.3186
0.618 1.3186
0.500 1.3186
0.382 1.3186
LOW 1.3186
0.618 1.3186
1.000 1.3186
1.618 1.3186
2.618 1.3186
4.250 1.3186
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 1.3186 1.3170
PP 1.3186 1.3154
S1 1.3186 1.3139

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

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