CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 1.2943 1.2940 -0.0003 0.0% 1.3039
High 1.2989 1.2964 -0.0025 -0.2% 1.3072
Low 1.2943 1.2925 -0.0018 -0.1% 1.2925
Close 1.2964 1.2934 -0.0030 -0.2% 1.2934
Range 0.0046 0.0039 -0.0007 -15.2% 0.0147
ATR 0.0086 0.0083 -0.0003 -3.9% 0.0000
Volume 501 400 -101 -20.2% 2,069
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.3058 1.3035 1.2955
R3 1.3019 1.2996 1.2945
R2 1.2980 1.2980 1.2941
R1 1.2957 1.2957 1.2938 1.2949
PP 1.2941 1.2941 1.2941 1.2937
S1 1.2918 1.2918 1.2930 1.2910
S2 1.2902 1.2902 1.2927
S3 1.2863 1.2879 1.2923
S4 1.2824 1.2840 1.2913
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.3418 1.3323 1.3015
R3 1.3271 1.3176 1.2974
R2 1.3124 1.3124 1.2961
R1 1.3029 1.3029 1.2947 1.3003
PP 1.2977 1.2977 1.2977 1.2964
S1 1.2882 1.2882 1.2921 1.2856
S2 1.2830 1.2830 1.2907
S3 1.2683 1.2735 1.2894
S4 1.2536 1.2588 1.2853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3072 1.2925 0.0147 1.1% 0.0063 0.5% 6% False True 413
10 1.3292 1.2925 0.0367 2.8% 0.0071 0.5% 2% False True 277
20 1.3292 1.2925 0.0367 2.8% 0.0077 0.6% 2% False True 277
40 1.3396 1.2925 0.0471 3.6% 0.0083 0.6% 2% False True 201
60 1.3500 1.2925 0.0575 4.4% 0.0078 0.6% 2% False True 144
80 1.3500 1.2925 0.0575 4.4% 0.0071 0.5% 2% False True 110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1.3130
2.618 1.3066
1.618 1.3027
1.000 1.3003
0.618 1.2988
HIGH 1.2964
0.618 1.2949
0.500 1.2945
0.382 1.2940
LOW 1.2925
0.618 1.2901
1.000 1.2886
1.618 1.2862
2.618 1.2823
4.250 1.2759
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 1.2945 1.2968
PP 1.2941 1.2956
S1 1.2938 1.2945

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

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