CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 1.3190 1.3161 -0.0029 -0.2% 1.3285
High 1.3190 1.3181 -0.0009 -0.1% 1.3300
Low 1.3167 1.3110 -0.0057 -0.4% 1.3110
Close 1.3173 1.3110 -0.0063 -0.5% 1.3110
Range 0.0023 0.0071 0.0048 208.7% 0.0190
ATR 0.0051 0.0052 0.0001 2.8% 0.0000
Volume 3 80 77 2,566.7% 99
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.3347 1.3299 1.3149
R3 1.3276 1.3228 1.3130
R2 1.3205 1.3205 1.3123
R1 1.3157 1.3157 1.3117 1.3146
PP 1.3134 1.3134 1.3134 1.3128
S1 1.3086 1.3086 1.3103 1.3075
S2 1.3063 1.3063 1.3097
S3 1.2992 1.3015 1.3090
S4 1.2921 1.2944 1.3071
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.3743 1.3617 1.3215
R3 1.3553 1.3427 1.3162
R2 1.3363 1.3363 1.3145
R1 1.3237 1.3237 1.3127 1.3205
PP 1.3173 1.3173 1.3173 1.3158
S1 1.3047 1.3047 1.3093 1.3015
S2 1.2983 1.2983 1.3075
S3 1.2793 1.2857 1.3058
S4 1.2603 1.2667 1.3006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3300 1.3110 0.0190 1.4% 0.0045 0.3% 0% False True 19
10 1.3300 1.3110 0.0190 1.4% 0.0036 0.3% 0% False True 17
20 1.3300 1.3092 0.0208 1.6% 0.0026 0.2% 9% False False 10
40 1.3364 1.3046 0.0318 2.4% 0.0022 0.2% 20% False False 8
60 1.3491 1.3046 0.0445 3.4% 0.0022 0.2% 14% False False 7
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.3483
2.618 1.3367
1.618 1.3296
1.000 1.3252
0.618 1.3225
HIGH 1.3181
0.618 1.3154
0.500 1.3146
0.382 1.3137
LOW 1.3110
0.618 1.3066
1.000 1.3039
1.618 1.2995
2.618 1.2924
4.250 1.2808
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 1.3146 1.3172
PP 1.3134 1.3151
S1 1.3122 1.3131

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

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