CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 1.3162 1.3160 -0.0002 0.0% 1.3092
High 1.3162 1.3167 0.0005 0.0% 1.3225
Low 1.3162 1.3160 -0.0002 0.0% 1.3092
Close 1.3162 1.3167 0.0005 0.0% 1.3108
Range 0.0000 0.0007 0.0007 0.0133
ATR 0.0063 0.0059 -0.0004 -6.3% 0.0000
Volume 15 10 -5 -33.3% 13
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3186 1.3183 1.3171
R3 1.3179 1.3176 1.3169
R2 1.3172 1.3172 1.3168
R1 1.3169 1.3169 1.3168 1.3171
PP 1.3165 1.3165 1.3165 1.3165
S1 1.3162 1.3162 1.3166 1.3164
S2 1.3158 1.3158 1.3166
S3 1.3151 1.3155 1.3165
S4 1.3144 1.3148 1.3163
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3541 1.3457 1.3181
R3 1.3408 1.3324 1.3145
R2 1.3275 1.3275 1.3132
R1 1.3191 1.3191 1.3120 1.3233
PP 1.3142 1.3142 1.3142 1.3163
S1 1.3058 1.3058 1.3096 1.3100
S2 1.3009 1.3009 1.3084
S3 1.2876 1.2925 1.3071
S4 1.2743 1.2792 1.3035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3225 1.3108 0.0117 0.9% 0.0006 0.0% 50% False False 6
10 1.3225 1.3075 0.0150 1.1% 0.0015 0.1% 61% False False 5
20 1.3364 1.3075 0.0289 2.2% 0.0019 0.1% 32% False False 5
40 1.3491 1.3046 0.0445 3.4% 0.0020 0.2% 27% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3197
2.618 1.3185
1.618 1.3178
1.000 1.3174
0.618 1.3171
HIGH 1.3167
0.618 1.3164
0.500 1.3164
0.382 1.3163
LOW 1.3160
0.618 1.3156
1.000 1.3153
1.618 1.3149
2.618 1.3142
4.250 1.3130
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 1.3166 1.3157
PP 1.3165 1.3147
S1 1.3164 1.3138

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

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