CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 1.3285 1.3300 0.0015 0.1% 1.3175
High 1.3285 1.3300 0.0015 0.1% 1.3285
Low 1.3267 1.3235 -0.0032 -0.2% 1.3171
Close 1.3267 1.3256 -0.0011 -0.1% 1.3285
Range 0.0018 0.0065 0.0047 261.1% 0.0114
ATR 0.0051 0.0052 0.0001 2.0% 0.0000
Volume 7 3 -4 -57.1% 74
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 1.3459 1.3422 1.3292
R3 1.3394 1.3357 1.3274
R2 1.3329 1.3329 1.3268
R1 1.3292 1.3292 1.3262 1.3278
PP 1.3264 1.3264 1.3264 1.3257
S1 1.3227 1.3227 1.3250 1.3213
S2 1.3199 1.3199 1.3244
S3 1.3134 1.3162 1.3238
S4 1.3069 1.3097 1.3220
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 1.3300 1.3225 0.0075 0.6% 0.0034 0.3% 41% True False 13
10 1.3300 1.3114 0.0186 1.4% 0.0029 0.2% 76% True False 8
20 1.3300 1.3075 0.0225 1.7% 0.0022 0.2% 80% True False 7
40 1.3364 1.3046 0.0318 2.4% 0.0019 0.1% 66% False False 6
60 1.3491 1.3046 0.0445 3.4% 0.0022 0.2% 47% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.3576
2.618 1.3470
1.618 1.3405
1.000 1.3365
0.618 1.3340
HIGH 1.3300
0.618 1.3275
0.500 1.3268
0.382 1.3260
LOW 1.3235
0.618 1.3195
1.000 1.3170
1.618 1.3130
2.618 1.3065
4.250 1.2959
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 1.3268 1.3268
PP 1.3264 1.3264
S1 1.3260 1.3260

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

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