CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 1.2310 1.2277 -0.0033 -0.3% 1.2273
High 1.2353 1.2293 -0.0060 -0.5% 1.2353
Low 1.2255 1.2179 -0.0076 -0.6% 1.2179
Close 1.2302 1.2184 -0.0118 -1.0% 1.2184
Range 0.0098 0.0114 0.0016 16.3% 0.0174
ATR 0.0103 0.0105 0.0001 1.4% 0.0000
Volume 1,160 853 -307 -26.5% 3,161
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2561 1.2486 1.2247
R3 1.2447 1.2372 1.2215
R2 1.2333 1.2333 1.2205
R1 1.2258 1.2258 1.2194 1.2239
PP 1.2219 1.2219 1.2219 1.2209
S1 1.2144 1.2144 1.2174 1.2125
S2 1.2105 1.2105 1.2163
S3 1.1991 1.2030 1.2153
S4 1.1877 1.1916 1.2121
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2761 1.2646 1.2280
R3 1.2587 1.2472 1.2232
R2 1.2413 1.2413 1.2216
R1 1.2298 1.2298 1.2200 1.2269
PP 1.2239 1.2239 1.2239 1.2224
S1 1.2124 1.2124 1.2168 1.2095
S2 1.2065 1.2065 1.2152
S3 1.1891 1.1950 1.2136
S4 1.1717 1.1776 1.2088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2353 1.2179 0.0174 1.4% 0.0107 0.9% 3% False True 632
10 1.2356 1.2179 0.0177 1.5% 0.0090 0.7% 3% False True 467
20 1.2710 1.2179 0.0531 4.4% 0.0101 0.8% 1% False True 327
40 1.2805 1.2179 0.0626 5.1% 0.0102 0.8% 1% False True 217
60 1.3300 1.2179 0.1121 9.2% 0.0086 0.7% 0% False True 158
80 1.3355 1.2179 0.1176 9.7% 0.0069 0.6% 0% False True 120
100 1.3364 1.2179 0.1185 9.7% 0.0060 0.5% 0% False True 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2778
2.618 1.2591
1.618 1.2477
1.000 1.2407
0.618 1.2363
HIGH 1.2293
0.618 1.2249
0.500 1.2236
0.382 1.2223
LOW 1.2179
0.618 1.2109
1.000 1.2065
1.618 1.1995
2.618 1.1881
4.250 1.1695
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 1.2236 1.2266
PP 1.2219 1.2239
S1 1.2201 1.2211

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

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