CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 1.2686 1.2777 0.0091 0.7% 1.2885
High 1.2796 1.2826 0.0030 0.2% 1.2907
Low 1.2644 1.2726 0.0082 0.6% 1.2644
Close 1.2739 1.2790 0.0051 0.4% 1.2739
Range 0.0152 0.0100 -0.0052 -34.2% 0.0263
ATR 0.0100 0.0100 0.0000 0.0% 0.0000
Volume 300,821 222,637 -78,184 -26.0% 1,591,140
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 1.3081 1.3035 1.2845
R3 1.2981 1.2935 1.2818
R2 1.2881 1.2881 1.2808
R1 1.2835 1.2835 1.2799 1.2858
PP 1.2781 1.2781 1.2781 1.2792
S1 1.2735 1.2735 1.2781 1.2758
S2 1.2681 1.2681 1.2772
S3 1.2581 1.2635 1.2763
S4 1.2481 1.2535 1.2735
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3552 1.3409 1.2884
R3 1.3289 1.3146 1.2811
R2 1.3026 1.3026 1.2787
R1 1.2883 1.2883 1.2763 1.2823
PP 1.2763 1.2763 1.2763 1.2734
S1 1.2620 1.2620 1.2715 1.2560
S2 1.2500 1.2500 1.2691
S3 1.2237 1.2357 1.2667
S4 1.1974 1.2094 1.2594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2871 1.2644 0.0227 1.8% 0.0112 0.9% 64% False False 309,602
10 1.3067 1.2644 0.0423 3.3% 0.0093 0.7% 35% False False 286,753
20 1.3287 1.2644 0.0643 5.0% 0.0090 0.7% 23% False False 251,492
40 1.3391 1.2644 0.0747 5.8% 0.0100 0.8% 20% False False 245,927
60 1.3492 1.2644 0.0848 6.6% 0.0104 0.8% 17% False False 195,224
80 1.3494 1.2644 0.0850 6.6% 0.0108 0.8% 17% False False 146,570
100 1.3494 1.2644 0.0850 6.6% 0.0111 0.9% 17% False False 117,322
120 1.3555 1.2644 0.0911 7.1% 0.0107 0.8% 16% False False 97,785
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3251
2.618 1.3088
1.618 1.2988
1.000 1.2926
0.618 1.2888
HIGH 1.2826
0.618 1.2788
0.500 1.2776
0.382 1.2764
LOW 1.2726
0.618 1.2664
1.000 1.2626
1.618 1.2564
2.618 1.2464
4.250 1.2301
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 1.2785 1.2772
PP 1.2781 1.2753
S1 1.2776 1.2735

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

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