CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
06-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 1.3098 1.3092 -0.0006 0.0% 1.3352
High 1.3110 1.3148 0.0038 0.3% 1.3355
Low 1.3098 1.3092 -0.0006 0.0% 1.3075
Close 1.3110 1.3148 0.0038 0.3% 1.3110
Range 0.0012 0.0056 0.0044 366.7% 0.0280
ATR 0.0062 0.0061 0.0000 -0.7% 0.0000
Volume 4 4 0 0.0% 38
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3297 1.3279 1.3179
R3 1.3241 1.3223 1.3163
R2 1.3185 1.3185 1.3158
R1 1.3167 1.3167 1.3153 1.3176
PP 1.3129 1.3129 1.3129 1.3134
S1 1.3111 1.3111 1.3143 1.3120
S2 1.3073 1.3073 1.3138
S3 1.3017 1.3055 1.3133
S4 1.2961 1.2999 1.3117
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.4020 1.3845 1.3264
R3 1.3740 1.3565 1.3187
R2 1.3460 1.3460 1.3161
R1 1.3285 1.3285 1.3136 1.3233
PP 1.3180 1.3180 1.3180 1.3154
S1 1.3005 1.3005 1.3084 1.2953
S2 1.2900 1.2900 1.3059
S3 1.2620 1.2725 1.3033
S4 1.2340 1.2445 1.2956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3237 1.3075 0.0162 1.2% 0.0024 0.2% 45% False False 8
10 1.3356 1.3075 0.0281 2.1% 0.0017 0.1% 26% False False 7
20 1.3364 1.3046 0.0318 2.4% 0.0021 0.2% 32% False False 6
40 1.3491 1.3046 0.0445 3.4% 0.0022 0.2% 23% 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 0.0001
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3386
2.618 1.3295
1.618 1.3239
1.000 1.3204
0.618 1.3183
HIGH 1.3148
0.618 1.3127
0.500 1.3120
0.382 1.3113
LOW 1.3092
0.618 1.3057
1.000 1.3036
1.618 1.3001
2.618 1.2945
4.250 1.2854
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 1.3139 1.3136
PP 1.3129 1.3124
S1 1.3120 1.3112

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

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