CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 1.3186 1.3182 -0.0004 0.0% 1.3224
High 1.3186 1.3273 0.0087 0.7% 1.3224
Low 1.3186 1.3182 -0.0004 0.0% 1.3091
Close 1.3186 1.3273 0.0087 0.7% 1.3186
Range 0.0000 0.0091 0.0091 0.0133
ATR 0.0000 0.0053 0.0053 0.0000
Volume 6 6 0 0.0% 34
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3516 1.3485 1.3323
R3 1.3425 1.3394 1.3298
R2 1.3334 1.3334 1.3290
R1 1.3303 1.3303 1.3281 1.3319
PP 1.3243 1.3243 1.3243 1.3250
S1 1.3212 1.3212 1.3265 1.3228
S2 1.3152 1.3152 1.3256
S3 1.3061 1.3121 1.3248
S4 1.2970 1.3030 1.3223
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 1.3273 1.3091 0.0182 1.4% 0.0018 0.1% 100% True False 6
10 1.3309 1.3091 0.0218 1.6% 0.0019 0.1% 83% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3660
2.618 1.3511
1.618 1.3420
1.000 1.3364
0.618 1.3329
HIGH 1.3273
0.618 1.3238
0.500 1.3228
0.382 1.3217
LOW 1.3182
0.618 1.3126
1.000 1.3091
1.618 1.3035
2.618 1.2944
4.250 1.2795
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 1.3258 1.3256
PP 1.3243 1.3238
S1 1.3228 1.3221

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

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