CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 1.2700 1.2755 0.0055 0.4% 1.2888
High 1.2795 1.2833 0.0038 0.3% 1.2888
Low 1.2698 1.2755 0.0057 0.4% 1.2698
Close 1.2771 1.2820 0.0049 0.4% 1.2771
Range 0.0097 0.0078 -0.0019 -19.6% 0.0190
ATR 0.0066 0.0067 0.0001 1.3% 0.0000
Volume 30 26 -4 -13.3% 341
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 1.3037 1.3006 1.2863
R3 1.2959 1.2928 1.2841
R2 1.2881 1.2881 1.2834
R1 1.2850 1.2850 1.2827 1.2866
PP 1.2803 1.2803 1.2803 1.2810
S1 1.2772 1.2772 1.2813 1.2788
S2 1.2725 1.2725 1.2806
S3 1.2647 1.2694 1.2799
S4 1.2569 1.2616 1.2777
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 1.2847 1.2698 0.0149 1.2% 0.0079 0.6% 82% False False 73
10 1.3054 1.2698 0.0356 2.8% 0.0056 0.4% 34% False False 59
20 1.3300 1.2698 0.0602 4.7% 0.0049 0.4% 20% False False 38
40 1.3356 1.2698 0.0658 5.1% 0.0032 0.2% 19% False False 22
60 1.3484 1.2698 0.0786 6.1% 0.0030 0.2% 16% False False 16
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 False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3165
2.618 1.3037
1.618 1.2959
1.000 1.2911
0.618 1.2881
HIGH 1.2833
0.618 1.2803
0.500 1.2794
0.382 1.2785
LOW 1.2755
0.618 1.2707
1.000 1.2677
1.618 1.2629
2.618 1.2551
4.250 1.2424
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 1.2811 1.2802
PP 1.2803 1.2784
S1 1.2794 1.2766

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

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