CME Euro FX (E) Future December 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	1.3121	1.3091	-0.0030	-0.2%	1.3148
High	1.3121	1.3091	-0.0030	-0.2%	1.3309
Low	1.3121	1.3091	-0.0030	-0.2%	1.3148
Close	1.3121	1.3091	-0.0030	-0.2%	1.3191
Range
ATR
Volume	8	6	-2	-25.0%	28

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3091	1.3091	1.3091
R3	1.3091	1.3091	1.3091
R2	1.3091	1.3091	1.3091
R1	1.3091	1.3091	1.3091	1.3091
PP	1.3091	1.3091	1.3091	1.3091
S1	1.3091	1.3091	1.3091	1.3091
S2	1.3091	1.3091	1.3091
S3	1.3091	1.3091	1.3091
S4	1.3091	1.3091	1.3091

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3699	1.3606	1.3280
R3	1.3538	1.3445	1.3235
R2	1.3377	1.3377	1.3221
R1	1.3284	1.3284	1.3206	1.3331
PP	1.3216	1.3216	1.3216	1.3239
S1	1.3123	1.3123	1.3176	1.3170
S2	1.3055	1.3055	1.3161
S3	1.2894	1.2962	1.3147
S4	1.2733	1.2801	1.3102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3309	1.3091	0.0218	1.7%	0.0000	0.0%	0%	False	True	7
10	1.3309	1.3091	0.0218	1.7%	0.0010	0.1%	0%	False	True	5

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	1.3091
2.618	1.3091
1.618	1.3091
1.000	1.3091
0.618	1.3091
HIGH	1.3091
0.618	1.3091
0.500	1.3091
0.382	1.3091
LOW	1.3091
0.618	1.3091
1.000	1.3091
1.618	1.3091
2.618	1.3091
4.250	1.3091

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	1.3091	1.3158
PP	1.3091	1.3135
S1	1.3091	1.3113

Download as Excel Spreadsheet

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

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