CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 1.3255 1.3285 0.0030 0.2% 1.3175
High 1.3285 1.3285 0.0000 0.0% 1.3285
Low 1.3255 1.3267 0.0012 0.1% 1.3171
Close 1.3285 1.3267 -0.0018 -0.1% 1.3285
Range 0.0030 0.0018 -0.0012 -40.0% 0.0114
ATR 0.0053 0.0051 -0.0003 -4.7% 0.0000
Volume 37 7 -30 -81.1% 74
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3327 1.3315 1.3277
R3 1.3309 1.3297 1.3272
R2 1.3291 1.3291 1.3270
R1 1.3279 1.3279 1.3269 1.3276
PP 1.3273 1.3273 1.3273 1.3272
S1 1.3261 1.3261 1.3265 1.3258
S2 1.3255 1.3255 1.3264
S3 1.3237 1.3243 1.3262
S4 1.3219 1.3225 1.3257
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3589 1.3551 1.3348
R3 1.3475 1.3437 1.3316
R2 1.3361 1.3361 1.3306
R1 1.3323 1.3323 1.3295 1.3342
PP 1.3247 1.3247 1.3247 1.3257
S1 1.3209 1.3209 1.3275 1.3228
S2 1.3133 1.3133 1.3264
S3 1.3019 1.3095 1.3254
S4 1.2905 1.2981 1.3222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3285 1.3175 0.0110 0.8% 0.0030 0.2% 84% True False 14
10 1.3285 1.3114 0.0171 1.3% 0.0024 0.2% 89% True False 9
20 1.3285 1.3075 0.0210 1.6% 0.0019 0.1% 91% True False 7
40 1.3364 1.3046 0.0318 2.4% 0.0020 0.1% 69% False False 6
60 1.3491 1.3046 0.0445 3.4% 0.0021 0.2% 50% False False 6
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3362
2.618 1.3332
1.618 1.3314
1.000 1.3303
0.618 1.3296
HIGH 1.3285
0.618 1.3278
0.500 1.3276
0.382 1.3274
LOW 1.3267
0.618 1.3256
1.000 1.3249
1.618 1.3238
2.618 1.3220
4.250 1.3191
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 1.3276 1.3266
PP 1.3273 1.3264
S1 1.3270 1.3263

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

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