CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 1.3212 1.3045 -0.0167 -1.3% 1.3443
High 1.3251 1.3080 -0.0171 -1.3% 1.3488
Low 1.3068 1.2997 -0.0071 -0.5% 1.3330
Close 1.3068 1.3011 -0.0057 -0.4% 1.3389
Range 0.0183 0.0083 -0.0100 -54.6% 0.0158
ATR 0.0112 0.0110 -0.0002 -1.8% 0.0000
Volume 113 111 -2 -1.8% 403
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3278 1.3228 1.3057
R3 1.3195 1.3145 1.3034
R2 1.3112 1.3112 1.3026
R1 1.3062 1.3062 1.3019 1.3046
PP 1.3029 1.3029 1.3029 1.3021
S1 1.2979 1.2979 1.3003 1.2963
S2 1.2946 1.2946 1.2996
S3 1.2863 1.2896 1.2988
S4 1.2780 1.2813 1.2965
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3876 1.3791 1.3476
R3 1.3718 1.3633 1.3432
R2 1.3560 1.3560 1.3418
R1 1.3475 1.3475 1.3403 1.3439
PP 1.3402 1.3402 1.3402 1.3384
S1 1.3317 1.3317 1.3375 1.3281
S2 1.3244 1.3244 1.3360
S3 1.3086 1.3159 1.3346
S4 1.2928 1.3001 1.3302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3440 1.2997 0.0443 3.4% 0.0102 0.8% 3% False True 142
10 1.3555 1.2997 0.0558 4.3% 0.0092 0.7% 3% False True 82
20 1.3555 1.2997 0.0558 4.3% 0.0082 0.6% 3% False True 48
40 1.4188 1.2997 0.1191 9.2% 0.0062 0.5% 1% False True 28
60 1.4188 1.2997 0.1191 9.2% 0.0042 0.3% 1% False True 20
80 1.4458 1.2997 0.1461 11.2% 0.0033 0.3% 1% False True 15
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3433
2.618 1.3297
1.618 1.3214
1.000 1.3163
0.618 1.3131
HIGH 1.3080
0.618 1.3048
0.500 1.3039
0.382 1.3029
LOW 1.2997
0.618 1.2946
1.000 1.2914
1.618 1.2863
2.618 1.2780
4.250 1.2644
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 1.3039 1.3137
PP 1.3029 1.3095
S1 1.3020 1.3053

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

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