CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 1.3109 1.3128 0.0019 0.1% 1.3352
High 1.3109 1.3128 0.0019 0.1% 1.3355
Low 1.3107 1.3128 0.0021 0.2% 1.3075
Close 1.3107 1.3128 0.0021 0.2% 1.3110
Range 0.0002 0.0000 -0.0002 -100.0% 0.0280
ATR 0.0060 0.0057 -0.0003 -4.6% 0.0000
Volume 2 2 0 0.0% 38
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3128 1.3128 1.3128
R3 1.3128 1.3128 1.3128
R2 1.3128 1.3128 1.3128
R1 1.3128 1.3128 1.3128 1.3128
PP 1.3128 1.3128 1.3128 1.3128
S1 1.3128 1.3128 1.3128 1.3128
S2 1.3128 1.3128 1.3128
S3 1.3128 1.3128 1.3128
S4 1.3128 1.3128 1.3128
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 1.3148 1.3075 0.0073 0.6% 0.0019 0.1% 73% False False 3
10 1.3355 1.3075 0.0280 2.1% 0.0014 0.1% 19% False False 5
20 1.3364 1.3075 0.0289 2.2% 0.0020 0.2% 18% False False 5
40 1.3491 1.3046 0.0445 3.4% 0.0022 0.2% 18% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3128
2.618 1.3128
1.618 1.3128
1.000 1.3128
0.618 1.3128
HIGH 1.3128
0.618 1.3128
0.500 1.3128
0.382 1.3128
LOW 1.3128
0.618 1.3128
1.000 1.3128
1.618 1.3128
2.618 1.3128
4.250 1.3128
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 1.3128 1.3125
PP 1.3128 1.3123
S1 1.3128 1.3120

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

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