CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 1.3004 1.2936 -0.0068 -0.5% 1.3247
High 1.3009 1.2981 -0.0028 -0.2% 1.3287
Low 1.2913 1.2925 0.0012 0.1% 1.3082
Close 1.2948 1.2953 0.0005 0.0% 1.3089
Range 0.0096 0.0056 -0.0040 -41.7% 0.0205
ATR 0.0101 0.0098 -0.0003 -3.2% 0.0000
Volume 326,402 246,147 -80,255 -24.6% 1,026,183
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 1.3121 1.3093 1.2984
R3 1.3065 1.3037 1.2968
R2 1.3009 1.3009 1.2963
R1 1.2981 1.2981 1.2958 1.2995
PP 1.2953 1.2953 1.2953 1.2960
S1 1.2925 1.2925 1.2948 1.2939
S2 1.2897 1.2897 1.2943
S3 1.2841 1.2869 1.2938
S4 1.2785 1.2813 1.2922
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 1.3182 1.2913 0.0269 2.1% 0.0089 0.7% 15% False False 258,351
10 1.3287 1.2913 0.0374 2.9% 0.0090 0.7% 11% False False 230,455
20 1.3287 1.2913 0.0374 2.9% 0.0093 0.7% 11% False False 237,492
40 1.3391 1.2913 0.0478 3.7% 0.0102 0.8% 8% False False 232,898
60 1.3494 1.2913 0.0581 4.5% 0.0106 0.8% 7% False False 161,475
80 1.3494 1.2755 0.0739 5.7% 0.0110 0.9% 27% False False 121,201
100 1.3494 1.2645 0.0849 6.6% 0.0110 0.8% 36% False False 97,013
120 1.3555 1.2645 0.0910 7.0% 0.0105 0.8% 34% False False 80,853
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 1.3219
2.618 1.3128
1.618 1.3072
1.000 1.3037
0.618 1.3016
HIGH 1.2981
0.618 1.2960
0.500 1.2953
0.382 1.2946
LOW 1.2925
0.618 1.2890
1.000 1.2869
1.618 1.2834
2.618 1.2778
4.250 1.2687
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 1.2953 1.2990
PP 1.2953 1.2978
S1 1.2953 1.2965

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

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