CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 1.3179 1.3134 -0.0045 -0.3% 1.3131
High 1.3207 1.3187 -0.0020 -0.2% 1.3325
Low 1.3089 1.3058 -0.0031 -0.2% 1.3039
Close 1.3101 1.3070 -0.0031 -0.2% 1.3178
Range 0.0118 0.0129 0.0011 9.3% 0.0286
ATR 0.0124 0.0124 0.0000 0.3% 0.0000
Volume 704 1,021 317 45.0% 1,740
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3492 1.3410 1.3141
R3 1.3363 1.3281 1.3105
R2 1.3234 1.3234 1.3094
R1 1.3152 1.3152 1.3082 1.3129
PP 1.3105 1.3105 1.3105 1.3093
S1 1.3023 1.3023 1.3058 1.3000
S2 1.2976 1.2976 1.3046
S3 1.2847 1.2894 1.3035
S4 1.2718 1.2765 1.2999
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.4039 1.3894 1.3335
R3 1.3753 1.3608 1.3257
R2 1.3467 1.3467 1.3230
R1 1.3322 1.3322 1.3204 1.3395
PP 1.3181 1.3181 1.3181 1.3217
S1 1.3036 1.3036 1.3152 1.3109
S2 1.2895 1.2895 1.3126
S3 1.2609 1.2750 1.3099
S4 1.2323 1.2464 1.3021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3325 1.3058 0.0267 2.0% 0.0107 0.8% 4% False True 510
10 1.3325 1.3039 0.0286 2.2% 0.0111 0.8% 11% False False 437
20 1.3325 1.2858 0.0467 3.6% 0.0123 0.9% 45% False False 411
40 1.3325 1.2645 0.0680 5.2% 0.0117 0.9% 63% False False 339
60 1.3555 1.2645 0.0910 7.0% 0.0106 0.8% 47% False False 248
80 1.4188 1.2645 0.1543 11.8% 0.0092 0.7% 28% False False 188
100 1.4188 1.2645 0.1543 11.8% 0.0073 0.6% 28% False False 151
120 1.4458 1.2645 0.1813 13.9% 0.0063 0.5% 23% False False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3735
2.618 1.3525
1.618 1.3396
1.000 1.3316
0.618 1.3267
HIGH 1.3187
0.618 1.3138
0.500 1.3123
0.382 1.3107
LOW 1.3058
0.618 1.2978
1.000 1.2929
1.618 1.2849
2.618 1.2720
4.250 1.2510
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 1.3123 1.3171
PP 1.3105 1.3137
S1 1.3088 1.3104

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

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