CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 1.3046 1.3112 0.0066 0.5% 1.2658
High 1.3128 1.3188 0.0060 0.5% 1.2994
Low 1.2941 1.3105 0.0164 1.3% 1.2658
Close 1.3094 1.3115 0.0021 0.2% 1.2933
Range 0.0187 0.0083 -0.0104 -55.6% 0.0336
ATR 0.0127 0.0125 -0.0002 -1.9% 0.0000
Volume 163 545 382 234.4% 1,824
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3385 1.3333 1.3161
R3 1.3302 1.3250 1.3138
R2 1.3219 1.3219 1.3130
R1 1.3167 1.3167 1.3123 1.3193
PP 1.3136 1.3136 1.3136 1.3149
S1 1.3084 1.3084 1.3107 1.3110
S2 1.3053 1.3053 1.3100
S3 1.2970 1.3001 1.3092
S4 1.2887 1.2918 1.3069
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3870 1.3737 1.3118
R3 1.3534 1.3401 1.3025
R2 1.3198 1.3198 1.2995
R1 1.3065 1.3065 1.2964 1.3132
PP 1.2862 1.2862 1.2862 1.2895
S1 1.2729 1.2729 1.2902 1.2796
S2 1.2526 1.2526 1.2871
S3 1.2190 1.2393 1.2841
S4 1.1854 1.2057 1.2748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3188 1.2902 0.0286 2.2% 0.0122 0.9% 74% True False 296
10 1.3188 1.2645 0.0543 4.1% 0.0142 1.1% 87% True False 344
20 1.3188 1.2645 0.0543 4.1% 0.0124 0.9% 87% True False 328
40 1.3555 1.2645 0.0910 6.9% 0.0106 0.8% 52% False False 214
60 1.3916 1.2645 0.1271 9.7% 0.0093 0.7% 37% False False 146
80 1.4188 1.2645 0.1543 11.8% 0.0070 0.5% 30% False False 110
100 1.4188 1.2645 0.1543 11.8% 0.0057 0.4% 30% False False 89
120 1.4458 1.2645 0.1813 13.8% 0.0049 0.4% 26% False False 74
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3541
2.618 1.3405
1.618 1.3322
1.000 1.3271
0.618 1.3239
HIGH 1.3188
0.618 1.3156
0.500 1.3147
0.382 1.3137
LOW 1.3105
0.618 1.3054
1.000 1.3022
1.618 1.2971
2.618 1.2888
4.250 1.2752
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 1.3147 1.3098
PP 1.3136 1.3081
S1 1.3126 1.3065

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

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