CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 06-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 06-Apr-2012 Change Change % Previous Week
Open 1.3075 1.3098 0.0023 0.2% 1.3352
High 1.3098 1.3110 0.0012 0.1% 1.3355
Low 1.3075 1.3098 0.0023 0.2% 1.3075
Close 1.3090 1.3110 0.0020 0.2% 1.3110
Range 0.0023 0.0012 -0.0011 -47.8% 0.0280
ATR 0.0065 0.0062 -0.0003 -4.9% 0.0000
Volume 4 4 0 0.0% 38
Daily Pivots for day following 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3142 1.3138 1.3117
R3 1.3130 1.3126 1.3113
R2 1.3118 1.3118 1.3112
R1 1.3114 1.3114 1.3111 1.3116
PP 1.3106 1.3106 1.3106 1.3107
S1 1.3102 1.3102 1.3109 1.3104
S2 1.3094 1.3094 1.3108
S3 1.3082 1.3090 1.3107
S4 1.3070 1.3078 1.3103
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.4020 1.3845 1.3264
R3 1.3740 1.3565 1.3187
R2 1.3460 1.3460 1.3161
R1 1.3285 1.3285 1.3136 1.3233
PP 1.3180 1.3180 1.3180 1.3154
S1 1.3005 1.3005 1.3084 1.2953
S2 1.2900 1.2900 1.3059
S3 1.2620 1.2725 1.3033
S4 1.2340 1.2445 1.2956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3355 1.3075 0.0280 2.1% 0.0013 0.1% 13% False False 7
10 1.3364 1.3075 0.0289 2.2% 0.0020 0.2% 12% False False 7
20 1.3364 1.3046 0.0318 2.4% 0.0019 0.1% 20% False False 6
40 1.3491 1.3046 0.0445 3.4% 0.0020 0.2% 14% False False 6
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3161
2.618 1.3141
1.618 1.3129
1.000 1.3122
0.618 1.3117
HIGH 1.3110
0.618 1.3105
0.500 1.3104
0.382 1.3103
LOW 1.3098
0.618 1.3091
1.000 1.3086
1.618 1.3079
2.618 1.3067
4.250 1.3047
Fisher Pivots for day following 06-Apr-2012
Pivot 1 day 3 day
R1 1.3108 1.3125
PP 1.3106 1.3120
S1 1.3104 1.3115

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

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