CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 1.2752 1.2700 -0.0052 -0.4% 1.2888
High 1.2785 1.2795 0.0010 0.1% 1.2888
Low 1.2720 1.2698 -0.0022 -0.2% 1.2698
Close 1.2747 1.2771 0.0024 0.2% 1.2771
Range 0.0065 0.0097 0.0032 49.2% 0.0190
ATR 0.0063 0.0066 0.0002 3.8% 0.0000
Volume 32 30 -2 -6.3% 341
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3046 1.3005 1.2824
R3 1.2949 1.2908 1.2798
R2 1.2852 1.2852 1.2789
R1 1.2811 1.2811 1.2780 1.2832
PP 1.2755 1.2755 1.2755 1.2765
S1 1.2714 1.2714 1.2762 1.2735
S2 1.2658 1.2658 1.2753
S3 1.2561 1.2617 1.2744
S4 1.2464 1.2520 1.2718
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3356 1.3253 1.2876
R3 1.3166 1.3063 1.2823
R2 1.2976 1.2976 1.2806
R1 1.2873 1.2873 1.2788 1.2830
PP 1.2786 1.2786 1.2786 1.2764
S1 1.2683 1.2683 1.2754 1.2640
S2 1.2596 1.2596 1.2736
S3 1.2406 1.2493 1.2719
S4 1.2216 1.2303 1.2667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2888 1.2698 0.0190 1.5% 0.0073 0.6% 38% False True 68
10 1.3077 1.2698 0.0379 3.0% 0.0055 0.4% 19% False True 57
20 1.3300 1.2698 0.0602 4.7% 0.0046 0.4% 12% False True 37
40 1.3364 1.2698 0.0666 5.2% 0.0032 0.2% 11% False True 21
60 1.3484 1.2698 0.0786 6.2% 0.0029 0.2% 9% False True 16
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 0.0014
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 1.3207
2.618 1.3049
1.618 1.2952
1.000 1.2892
0.618 1.2855
HIGH 1.2795
0.618 1.2758
0.500 1.2747
0.382 1.2735
LOW 1.2698
0.618 1.2638
1.000 1.2601
1.618 1.2541
2.618 1.2444
4.250 1.2286
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 1.2763 1.2763
PP 1.2755 1.2755
S1 1.2747 1.2747

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

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