CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 1.3361 1.3173 -0.0188 -1.4% 1.3407
High 1.3377 1.3237 -0.0140 -1.0% 1.3487
Low 1.3163 1.3009 -0.0154 -1.2% 1.3281
Close 1.3186 1.3038 -0.0148 -1.1% 1.3371
Range 0.0214 0.0228 0.0014 6.5% 0.0206
ATR 0.0167 0.0172 0.0004 2.6% 0.0000
Volume 257,317 379,584 122,267 47.5% 1,335,920
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3779 1.3636 1.3163
R3 1.3551 1.3408 1.3101
R2 1.3323 1.3323 1.3080
R1 1.3180 1.3180 1.3059 1.3138
PP 1.3095 1.3095 1.3095 1.3073
S1 1.2952 1.2952 1.3017 1.2910
S2 1.2867 1.2867 1.2996
S3 1.2639 1.2724 1.2975
S4 1.2411 1.2496 1.2913
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3998 1.3890 1.3484
R3 1.3792 1.3684 1.3428
R2 1.3586 1.3586 1.3409
R1 1.3478 1.3478 1.3390 1.3429
PP 1.3380 1.3380 1.3380 1.3355
S1 1.3272 1.3272 1.3352 1.3223
S2 1.3174 1.3174 1.3333
S3 1.2968 1.3066 1.3314
S4 1.2762 1.2860 1.3258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3461 1.3009 0.0452 3.5% 0.0174 1.3% 6% False True 300,604
10 1.3550 1.3009 0.0541 4.1% 0.0165 1.3% 5% False True 295,320
20 1.3640 1.3009 0.0631 4.8% 0.0156 1.2% 5% False True 289,358
40 1.4241 1.3009 0.1232 9.4% 0.0177 1.4% 2% False True 306,227
60 1.4241 1.3009 0.1232 9.4% 0.0181 1.4% 2% False True 315,974
80 1.4558 1.3009 0.1549 11.9% 0.0176 1.4% 2% False True 252,888
100 1.4558 1.3009 0.1549 11.9% 0.0177 1.4% 2% False True 202,436
120 1.4558 1.3009 0.1549 11.9% 0.0172 1.3% 2% False True 168,731
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 0.0050
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4206
2.618 1.3834
1.618 1.3606
1.000 1.3465
0.618 1.3378
HIGH 1.3237
0.618 1.3150
0.500 1.3123
0.382 1.3096
LOW 1.3009
0.618 1.2868
1.000 1.2781
1.618 1.2640
2.618 1.2412
4.250 1.2040
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 1.3123 1.3222
PP 1.3095 1.3160
S1 1.3066 1.3099

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

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