CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 1.3033 1.3144 0.0111 0.9% 1.3226
High 1.3158 1.3200 0.0042 0.3% 1.3226
Low 1.3023 1.3144 0.0121 0.9% 1.3023
Close 1.3158 1.3174 0.0016 0.1% 1.3174
Range 0.0135 0.0056 -0.0079 -58.5% 0.0203
ATR 0.0082 0.0080 -0.0002 -2.3% 0.0000
Volume 6 60 54 900.0% 87
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3341 1.3313 1.3205
R3 1.3285 1.3257 1.3189
R2 1.3229 1.3229 1.3184
R1 1.3201 1.3201 1.3179 1.3215
PP 1.3173 1.3173 1.3173 1.3180
S1 1.3145 1.3145 1.3169 1.3159
S2 1.3117 1.3117 1.3164
S3 1.3061 1.3089 1.3159
S4 1.3005 1.3033 1.3143
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3750 1.3665 1.3286
R3 1.3547 1.3462 1.3230
R2 1.3344 1.3344 1.3211
R1 1.3259 1.3259 1.3193 1.3200
PP 1.3141 1.3141 1.3141 1.3112
S1 1.3056 1.3056 1.3155 1.2997
S2 1.2938 1.2938 1.3137
S3 1.2735 1.2853 1.3118
S4 1.2532 1.2650 1.3062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3226 1.3023 0.0203 1.5% 0.0078 0.6% 74% False False 17
10 1.3310 1.3023 0.0287 2.2% 0.0059 0.4% 53% False False 11
20 1.3310 1.2982 0.0328 2.5% 0.0052 0.4% 59% False False 8
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3438
2.618 1.3347
1.618 1.3291
1.000 1.3256
0.618 1.3235
HIGH 1.3200
0.618 1.3179
0.500 1.3172
0.382 1.3165
LOW 1.3144
0.618 1.3109
1.000 1.3088
1.618 1.3053
2.618 1.2997
4.250 1.2906
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 1.3173 1.3153
PP 1.3173 1.3132
S1 1.3172 1.3112

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

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