CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 1.3114 1.3180 0.0066 0.5% 1.3092
High 1.3153 1.3180 0.0027 0.2% 1.3225
Low 1.3114 1.3150 0.0036 0.3% 1.3092
Close 1.3153 1.3159 0.0006 0.0% 1.3108
Range 0.0039 0.0030 -0.0009 -23.1% 0.0133
ATR 0.0059 0.0057 -0.0002 -3.5% 0.0000
Volume 1 1 0 0.0% 13
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3253 1.3236 1.3176
R3 1.3223 1.3206 1.3167
R2 1.3193 1.3193 1.3165
R1 1.3176 1.3176 1.3162 1.3170
PP 1.3163 1.3163 1.3163 1.3160
S1 1.3146 1.3146 1.3156 1.3140
S2 1.3133 1.3133 1.3154
S3 1.3103 1.3116 1.3151
S4 1.3073 1.3086 1.3143
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 1.3180 1.3108 0.0072 0.5% 0.0015 0.1% 71% True False 6
10 1.3225 1.3092 0.0133 1.0% 0.0017 0.1% 50% False False 4
20 1.3364 1.3075 0.0289 2.2% 0.0019 0.1% 29% False False 5
40 1.3491 1.3046 0.0445 3.4% 0.0020 0.2% 25% False False 5
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3308
2.618 1.3259
1.618 1.3229
1.000 1.3210
0.618 1.3199
HIGH 1.3180
0.618 1.3169
0.500 1.3165
0.382 1.3161
LOW 1.3150
0.618 1.3131
1.000 1.3120
1.618 1.3101
2.618 1.3071
4.250 1.3023
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 1.3165 1.3155
PP 1.3163 1.3151
S1 1.3161 1.3147

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

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