CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 1.3160 1.3114 -0.0046 -0.3% 1.3092
High 1.3167 1.3153 -0.0014 -0.1% 1.3225
Low 1.3160 1.3114 -0.0046 -0.3% 1.3092
Close 1.3167 1.3153 -0.0014 -0.1% 1.3108
Range 0.0007 0.0039 0.0032 457.1% 0.0133
ATR 0.0059 0.0059 0.0000 -0.7% 0.0000
Volume 10 1 -9 -90.0% 13
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3257 1.3244 1.3174
R3 1.3218 1.3205 1.3164
R2 1.3179 1.3179 1.3160
R1 1.3166 1.3166 1.3157 1.3173
PP 1.3140 1.3140 1.3140 1.3143
S1 1.3127 1.3127 1.3149 1.3134
S2 1.3101 1.3101 1.3146
S3 1.3062 1.3088 1.3142
S4 1.3023 1.3049 1.3132
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3541 1.3457 1.3181
R3 1.3408 1.3324 1.3145
R2 1.3275 1.3275 1.3132
R1 1.3191 1.3191 1.3120 1.3233
PP 1.3142 1.3142 1.3142 1.3163
S1 1.3058 1.3058 1.3096 1.3100
S2 1.3009 1.3009 1.3084
S3 1.2876 1.2925 1.3071
S4 1.2743 1.2792 1.3035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3225 1.3108 0.0117 0.9% 0.0014 0.1% 38% False False 6
10 1.3225 1.3075 0.0150 1.1% 0.0016 0.1% 52% False False 4
20 1.3364 1.3075 0.0289 2.2% 0.0017 0.1% 27% False False 5
40 1.3491 1.3046 0.0445 3.4% 0.0021 0.2% 24% False False 5
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3319
2.618 1.3255
1.618 1.3216
1.000 1.3192
0.618 1.3177
HIGH 1.3153
0.618 1.3138
0.500 1.3134
0.382 1.3129
LOW 1.3114
0.618 1.3090
1.000 1.3075
1.618 1.3051
2.618 1.3012
4.250 1.2948
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 1.3147 1.3149
PP 1.3140 1.3145
S1 1.3134 1.3141

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

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