CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 1.3240 1.3255 0.0015 0.1% 1.3175
High 1.3267 1.3285 0.0018 0.1% 1.3285
Low 1.3240 1.3255 0.0015 0.1% 1.3171
Close 1.3263 1.3285 0.0022 0.2% 1.3285
Range 0.0027 0.0030 0.0003 11.1% 0.0114
ATR 0.0055 0.0053 -0.0002 -3.2% 0.0000
Volume 4 37 33 825.0% 74
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3365 1.3355 1.3302
R3 1.3335 1.3325 1.3293
R2 1.3305 1.3305 1.3291
R1 1.3295 1.3295 1.3288 1.3300
PP 1.3275 1.3275 1.3275 1.3278
S1 1.3265 1.3265 1.3282 1.3270
S2 1.3245 1.3245 1.3280
S3 1.3215 1.3235 1.3277
S4 1.3185 1.3205 1.3269
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3589 1.3551 1.3348
R3 1.3475 1.3437 1.3316
R2 1.3361 1.3361 1.3306
R1 1.3323 1.3323 1.3295 1.3342
PP 1.3247 1.3247 1.3247 1.3257
S1 1.3209 1.3209 1.3275 1.3228
S2 1.3133 1.3133 1.3264
S3 1.3019 1.3095 1.3254
S4 1.2905 1.2981 1.3222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3285 1.3171 0.0114 0.9% 0.0028 0.2% 100% True False 14
10 1.3285 1.3114 0.0171 1.3% 0.0022 0.2% 100% True False 10
20 1.3355 1.3075 0.0280 2.1% 0.0018 0.1% 75% False False 7
40 1.3364 1.3046 0.0318 2.4% 0.0019 0.1% 75% False False 6
60 1.3491 1.3046 0.0445 3.3% 0.0020 0.2% 54% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3413
2.618 1.3364
1.618 1.3334
1.000 1.3315
0.618 1.3304
HIGH 1.3285
0.618 1.3274
0.500 1.3270
0.382 1.3266
LOW 1.3255
0.618 1.3236
1.000 1.3225
1.618 1.3206
2.618 1.3176
4.250 1.3128
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 1.3280 1.3275
PP 1.3275 1.3265
S1 1.3270 1.3255

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

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