CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 1.3159 1.3154 -0.0005 0.0% 1.3247
High 1.3183 1.3182 -0.0001 0.0% 1.3287
Low 1.3097 1.3082 -0.0015 -0.1% 1.3082
Close 1.3152 1.3089 -0.0063 -0.5% 1.3089
Range 0.0086 0.0100 0.0014 16.3% 0.0205
ATR 0.0099 0.0099 0.0000 0.1% 0.0000
Volume 233,963 235,925 1,962 0.8% 1,026,183
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.3418 1.3353 1.3144
R3 1.3318 1.3253 1.3117
R2 1.3218 1.3218 1.3107
R1 1.3153 1.3153 1.3098 1.3136
PP 1.3118 1.3118 1.3118 1.3109
S1 1.3053 1.3053 1.3080 1.3036
S2 1.3018 1.3018 1.3071
S3 1.2918 1.2953 1.3062
S4 1.2818 1.2853 1.3034
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.3768 1.3633 1.3202
R3 1.3563 1.3428 1.3145
R2 1.3358 1.3358 1.3127
R1 1.3223 1.3223 1.3108 1.3188
PP 1.3153 1.3153 1.3153 1.3135
S1 1.3018 1.3018 1.3070 1.2983
S2 1.2948 1.2948 1.3051
S3 1.2743 1.2813 1.3033
S4 1.2538 1.2608 1.2976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3287 1.3082 0.0205 1.6% 0.0089 0.7% 3% False True 205,236
10 1.3287 1.3082 0.0205 1.6% 0.0087 0.7% 3% False True 216,335
20 1.3287 1.3000 0.0287 2.2% 0.0096 0.7% 31% False False 228,885
40 1.3391 1.3000 0.0391 3.0% 0.0106 0.8% 23% False False 214,029
60 1.3494 1.2987 0.0507 3.9% 0.0107 0.8% 20% False False 143,903
80 1.3494 1.2645 0.0849 6.5% 0.0114 0.9% 52% False False 108,034
100 1.3494 1.2645 0.0849 6.5% 0.0111 0.8% 52% False False 86,460
120 1.3785 1.2645 0.1140 8.7% 0.0107 0.8% 39% False False 72,055
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3607
2.618 1.3444
1.618 1.3344
1.000 1.3282
0.618 1.3244
HIGH 1.3182
0.618 1.3144
0.500 1.3132
0.382 1.3120
LOW 1.3082
0.618 1.3020
1.000 1.2982
1.618 1.2920
2.618 1.2820
4.250 1.2657
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 1.3132 1.3164
PP 1.3118 1.3139
S1 1.3103 1.3114

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

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