CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 1.3229 1.3101 -0.0128 -1.0% 1.3025
High 1.3229 1.3101 -0.0128 -1.0% 1.3219
Low 1.3141 1.3101 -0.0040 -0.3% 1.2982
Close 1.3141 1.3101 -0.0040 -0.3% 1.3219
Range 0.0088 0.0000 -0.0088 -100.0% 0.0237
ATR 0.0083 0.0080 -0.0003 -3.7% 0.0000
Volume 9 8 -1 -11.1% 22
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3101 1.3101 1.3101
R3 1.3101 1.3101 1.3101
R2 1.3101 1.3101 1.3101
R1 1.3101 1.3101 1.3101 1.3101
PP 1.3101 1.3101 1.3101 1.3101
S1 1.3101 1.3101 1.3101 1.3101
S2 1.3101 1.3101 1.3101
S3 1.3101 1.3101 1.3101
S4 1.3101 1.3101 1.3101
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3851 1.3772 1.3349
R3 1.3614 1.3535 1.3284
R2 1.3377 1.3377 1.3262
R1 1.3298 1.3298 1.3241 1.3338
PP 1.3140 1.3140 1.3140 1.3160
S1 1.3061 1.3061 1.3197 1.3101
S2 1.2903 1.2903 1.3176
S3 1.2666 1.2824 1.3154
S4 1.2429 1.2587 1.3089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3229 1.2982 0.0247 1.9% 0.0056 0.4% 48% False False 6
10 1.3229 1.2813 0.0416 3.2% 0.0034 0.3% 69% False False 6
20 1.3229 1.2690 0.0539 4.1% 0.0022 0.2% 76% False False 5
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3101
2.618 1.3101
1.618 1.3101
1.000 1.3101
0.618 1.3101
HIGH 1.3101
0.618 1.3101
0.500 1.3101
0.382 1.3101
LOW 1.3101
0.618 1.3101
1.000 1.3101
1.618 1.3101
2.618 1.3101
4.250 1.3101
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 1.3101 1.3165
PP 1.3101 1.3144
S1 1.3101 1.3122

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

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