CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 1.3180 1.3240 0.0060 0.5% 1.3162
High 1.3180 1.3240 0.0060 0.5% 1.3240
Low 1.3150 1.3236 0.0086 0.7% 1.3114
Close 1.3159 1.3240 0.0081 0.6% 1.3240
Range 0.0030 0.0004 -0.0026 -86.7% 0.0126
ATR 0.0057 0.0058 0.0002 3.1% 0.0000
Volume 1 2 1 100.0% 29
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3251 1.3249 1.3242
R3 1.3247 1.3245 1.3241
R2 1.3243 1.3243 1.3241
R1 1.3241 1.3241 1.3240 1.3242
PP 1.3239 1.3239 1.3239 1.3239
S1 1.3237 1.3237 1.3240 1.3238
S2 1.3235 1.3235 1.3239
S3 1.3231 1.3233 1.3239
S4 1.3227 1.3229 1.3238
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3576 1.3534 1.3309
R3 1.3450 1.3408 1.3275
R2 1.3324 1.3324 1.3263
R1 1.3282 1.3282 1.3252 1.3303
PP 1.3198 1.3198 1.3198 1.3209
S1 1.3156 1.3156 1.3228 1.3177
S2 1.3072 1.3072 1.3217
S3 1.2946 1.3030 1.3205
S4 1.2820 1.2904 1.3171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3240 1.3114 0.0126 1.0% 0.0016 0.1% 100% True False 5
10 1.3240 1.3092 0.0148 1.1% 0.0016 0.1% 100% True False 4
20 1.3364 1.3075 0.0289 2.2% 0.0018 0.1% 57% False False 5
40 1.3484 1.3046 0.0438 3.3% 0.0020 0.2% 44% False False 5
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3257
2.618 1.3250
1.618 1.3246
1.000 1.3244
0.618 1.3242
HIGH 1.3240
0.618 1.3238
0.500 1.3238
0.382 1.3238
LOW 1.3236
0.618 1.3234
1.000 1.3232
1.618 1.3230
2.618 1.3226
4.250 1.3219
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 1.3239 1.3219
PP 1.3239 1.3198
S1 1.3238 1.3177

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

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