CME Euro FX (E) Future June 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 1.3101 1.3101 0.0000 0.0% 1.3042
High 1.3110 1.3104 -0.0006 0.0% 1.3237
Low 1.3061 1.3099 0.0038 0.3% 1.3010
Close 1.3086 1.3099 0.0013 0.1% 1.3086
Range 0.0049 0.0005 -0.0044 -89.8% 0.0227
ATR 0.0103 0.0097 -0.0006 -5.9% 0.0000
Volume 52 23 -29 -55.8% 705
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3116 1.3112 1.3102
R3 1.3111 1.3107 1.3100
R2 1.3106 1.3106 1.3100
R1 1.3102 1.3102 1.3099 1.3102
PP 1.3101 1.3101 1.3101 1.3100
S1 1.3097 1.3097 1.3099 1.3097
S2 1.3096 1.3096 1.3098
S3 1.3091 1.3092 1.3098
S4 1.3086 1.3087 1.3096
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 1.3048 0.0189 1.4% 0.0084 0.6% 27% False False 116
10 1.3251 1.2997 0.0254 1.9% 0.0092 0.7% 40% False False 136
20 1.3555 1.2997 0.0558 4.3% 0.0088 0.7% 18% False False 100
40 1.3916 1.2997 0.0919 7.0% 0.0077 0.6% 11% False False 55
60 1.4188 1.2997 0.1191 9.1% 0.0052 0.4% 9% False False 38
80 1.4188 1.2997 0.1191 9.1% 0.0041 0.3% 9% False False 29
100 1.4458 1.2997 0.1461 11.2% 0.0034 0.3% 7% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1.3125
2.618 1.3117
1.618 1.3112
1.000 1.3109
0.618 1.3107
HIGH 1.3104
0.618 1.3102
0.500 1.3102
0.382 1.3101
LOW 1.3099
0.618 1.3096
1.000 1.3094
1.618 1.3091
2.618 1.3086
4.250 1.3078
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 1.3102 1.3096
PP 1.3101 1.3093
S1 1.3100 1.3091

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

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