CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 1.2755 1.2864 0.0109 0.9% 1.2690
High 1.2880 1.2990 0.0110 0.9% 1.2891
Low 1.2755 1.2858 0.0103 0.8% 1.2645
Close 1.2848 1.2945 0.0097 0.8% 1.2683
Range 0.0125 0.0132 0.0007 5.6% 0.0246
ATR 0.0123 0.0125 0.0001 1.1% 0.0000
Volume 389 484 95 24.4% 2,398
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3327 1.3268 1.3018
R3 1.3195 1.3136 1.2981
R2 1.3063 1.3063 1.2969
R1 1.3004 1.3004 1.2957 1.3034
PP 1.2931 1.2931 1.2931 1.2946
S1 1.2872 1.2872 1.2933 1.2902
S2 1.2799 1.2799 1.2921
S3 1.2667 1.2740 1.2909
S4 1.2535 1.2608 1.2872
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3478 1.3326 1.2818
R3 1.3232 1.3080 1.2751
R2 1.2986 1.2986 1.2728
R1 1.2834 1.2834 1.2706 1.2787
PP 1.2740 1.2740 1.2740 1.2716
S1 1.2588 1.2588 1.2660 1.2541
S2 1.2494 1.2494 1.2638
S3 1.2248 1.2342 1.2615
S4 1.2002 1.2096 1.2548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2990 1.2645 0.0345 2.7% 0.0161 1.2% 87% True False 392
10 1.2990 1.2645 0.0345 2.7% 0.0135 1.0% 87% True False 427
20 1.3237 1.2645 0.0592 4.6% 0.0115 0.9% 51% False False 283
40 1.3555 1.2645 0.0910 7.0% 0.0100 0.8% 33% False False 178
60 1.4188 1.2645 0.1543 11.9% 0.0083 0.6% 19% False False 122
80 1.4188 1.2645 0.1543 11.9% 0.0062 0.5% 19% False False 92
100 1.4458 1.2645 0.1813 14.0% 0.0052 0.4% 17% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3551
2.618 1.3336
1.618 1.3204
1.000 1.3122
0.618 1.3072
HIGH 1.2990
0.618 1.2940
0.500 1.2924
0.382 1.2908
LOW 1.2858
0.618 1.2776
1.000 1.2726
1.618 1.2644
2.618 1.2512
4.250 1.2297
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 1.2938 1.2905
PP 1.2931 1.2864
S1 1.2924 1.2824

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

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