CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 1.3139 1.3139 0.0000 0.0% 1.3229
High 1.3139 1.3277 0.0138 1.1% 1.3229
Low 1.3139 1.3139 0.0000 0.0% 1.3095
Close 1.3139 1.3263 0.0124 0.9% 1.3168
Range 0.0000 0.0138 0.0138 0.0134
ATR 0.0072 0.0077 0.0005 6.6% 0.0000
Volume 4 4 0 0.0% 37
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3640 1.3590 1.3339
R3 1.3502 1.3452 1.3301
R2 1.3364 1.3364 1.3288
R1 1.3314 1.3314 1.3276 1.3339
PP 1.3226 1.3226 1.3226 1.3239
S1 1.3176 1.3176 1.3250 1.3201
S2 1.3088 1.3088 1.3238
S3 1.2950 1.3038 1.3225
S4 1.2812 1.2900 1.3187
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3566 1.3501 1.3242
R3 1.3432 1.3367 1.3205
R2 1.3298 1.3298 1.3193
R1 1.3233 1.3233 1.3180 1.3199
PP 1.3164 1.3164 1.3164 1.3147
S1 1.3099 1.3099 1.3156 1.3065
S2 1.3030 1.3030 1.3143
S3 1.2896 1.2965 1.3131
S4 1.2762 1.2831 1.3094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3277 1.3095 0.0182 1.4% 0.0056 0.4% 92% True False 5
10 1.3277 1.2982 0.0295 2.2% 0.0056 0.4% 95% True False 5
20 1.3277 1.2690 0.0587 4.4% 0.0035 0.3% 98% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.3864
2.618 1.3638
1.618 1.3500
1.000 1.3415
0.618 1.3362
HIGH 1.3277
0.618 1.3224
0.500 1.3208
0.382 1.3192
LOW 1.3139
0.618 1.3054
1.000 1.3001
1.618 1.2916
2.618 1.2778
4.250 1.2553
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 1.3245 1.3245
PP 1.3226 1.3226
S1 1.3208 1.3208

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

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