CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 1.3069 1.3101 0.0032 0.2% 1.3042
High 1.3133 1.3110 -0.0023 -0.2% 1.3237
Low 1.3048 1.3061 0.0013 0.1% 1.3010
Close 1.3071 1.3086 0.0015 0.1% 1.3086
Range 0.0085 0.0049 -0.0036 -42.4% 0.0227
ATR 0.0107 0.0103 -0.0004 -3.9% 0.0000
Volume 324 52 -272 -84.0% 705
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3233 1.3208 1.3113
R3 1.3184 1.3159 1.3099
R2 1.3135 1.3135 1.3095
R1 1.3110 1.3110 1.3090 1.3098
PP 1.3086 1.3086 1.3086 1.3080
S1 1.3061 1.3061 1.3082 1.3049
S2 1.3037 1.3037 1.3077
S3 1.2988 1.3012 1.3073
S4 1.2939 1.2963 1.3059
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3792 1.3666 1.3211
R3 1.3565 1.3439 1.3148
R2 1.3338 1.3338 1.3128
R1 1.3212 1.3212 1.3107 1.3275
PP 1.3111 1.3111 1.3111 1.3143
S1 1.2985 1.2985 1.3065 1.3048
S2 1.2884 1.2884 1.3044
S3 1.2657 1.2758 1.3024
S4 1.2430 1.2531 1.2961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3237 1.3010 0.0227 1.7% 0.0095 0.7% 33% False False 141
10 1.3276 1.2997 0.0279 2.1% 0.0099 0.8% 32% False False 146
20 1.3555 1.2997 0.0558 4.3% 0.0091 0.7% 16% False False 99
40 1.4165 1.2997 0.1168 8.9% 0.0077 0.6% 8% False False 55
60 1.4188 1.2997 0.1191 9.1% 0.0052 0.4% 7% False False 37
80 1.4235 1.2997 0.1238 9.5% 0.0041 0.3% 7% False False 29
100 1.4458 1.2997 0.1461 11.2% 0.0034 0.3% 6% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3318
2.618 1.3238
1.618 1.3189
1.000 1.3159
0.618 1.3140
HIGH 1.3110
0.618 1.3091
0.500 1.3086
0.382 1.3080
LOW 1.3061
0.618 1.3031
1.000 1.3012
1.618 1.2982
2.618 1.2933
4.250 1.2853
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 1.3086 1.3143
PP 1.3086 1.3124
S1 1.3086 1.3105

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

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