CME Euro FX (E) Future December 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	1.3169	1.3186	0.0017	0.1%	1.3224
High	1.3169	1.3186	0.0017	0.1%	1.3224
Low	1.3169	1.3186	0.0017	0.1%	1.3091
Close	1.3169	1.3186	0.0017	0.1%	1.3186
Range
ATR
Volume	6	6	0	0.0%	34

Daily Pivots for day following 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3186	1.3186	1.3186
R3	1.3186	1.3186	1.3186
R2	1.3186	1.3186	1.3186
R1	1.3186	1.3186	1.3186	1.3186
PP	1.3186	1.3186	1.3186	1.3186
S1	1.3186	1.3186	1.3186	1.3186
S2	1.3186	1.3186	1.3186
S3	1.3186	1.3186	1.3186
S4	1.3186	1.3186	1.3186

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3566	1.3509	1.3259
R3	1.3433	1.3376	1.3223
R2	1.3300	1.3300	1.3210
R1	1.3243	1.3243	1.3198	1.3205
PP	1.3167	1.3167	1.3167	1.3148
S1	1.3110	1.3110	1.3174	1.3072
S2	1.3034	1.3034	1.3162
S3	1.2901	1.2977	1.3149
S4	1.2768	1.2844	1.3113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3224	1.3091	0.0133	1.0%	0.0000	0.0%	71%	False	False	6
10	1.3309	1.3091	0.0218	1.7%	0.0010	0.1%	44%	False	False	6

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	1.3186
2.618	1.3186
1.618	1.3186
1.000	1.3186
0.618	1.3186
HIGH	1.3186
0.618	1.3186
0.500	1.3186
0.382	1.3186
LOW	1.3186
0.618	1.3186
1.000	1.3186
1.618	1.3186
2.618	1.3186
4.250	1.3186

Fisher Pivots for day following 17-Feb-2012
Pivot	1 day	3 day
R1	1.3186	1.3170
PP	1.3186	1.3154
S1	1.3186	1.3139

Download as Excel Spreadsheet

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

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