CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 1.2800 1.2690 -0.0110 -0.9% 1.2800
High 1.2852 1.2700 -0.0152 -1.2% 1.2852
Low 1.2800 1.2690 -0.0110 -0.9% 1.2690
Close 1.2852 1.2698 -0.0154 -1.2% 1.2698
Range 0.0052 0.0010 -0.0042 -80.8% 0.0162
ATR
Volume 1 8 7 700.0% 21
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.2726 1.2722 1.2704
R3 1.2716 1.2712 1.2701
R2 1.2706 1.2706 1.2700
R1 1.2702 1.2702 1.2699 1.2704
PP 1.2696 1.2696 1.2696 1.2697
S1 1.2692 1.2692 1.2697 1.2694
S2 1.2686 1.2686 1.2696
S3 1.2676 1.2682 1.2695
S4 1.2666 1.2672 1.2693
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3233 1.3127 1.2787
R3 1.3071 1.2965 1.2743
R2 1.2909 1.2909 1.2728
R1 1.2803 1.2803 1.2713 1.2775
PP 1.2747 1.2747 1.2747 1.2733
S1 1.2641 1.2641 1.2683 1.2613
S2 1.2585 1.2585 1.2668
S3 1.2423 1.2479 1.2653
S4 1.2261 1.2317 1.2609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2852 1.2690 0.0162 1.3% 0.0014 0.1% 5% False True 4
10 1.3098 1.2690 0.0408 3.2% 0.0012 0.1% 2% False True 4
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2743
2.618 1.2726
1.618 1.2716
1.000 1.2710
0.618 1.2706
HIGH 1.2700
0.618 1.2696
0.500 1.2695
0.382 1.2694
LOW 1.2690
0.618 1.2684
1.000 1.2680
1.618 1.2674
2.618 1.2664
4.250 1.2648
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 1.2697 1.2771
PP 1.2696 1.2747
S1 1.2695 1.2722

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

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