CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 1.3300 1.3233 -0.0067 -0.5% 1.3175
High 1.3300 1.3233 -0.0067 -0.5% 1.3285
Low 1.3235 1.3184 -0.0051 -0.4% 1.3171
Close 1.3256 1.3184 -0.0072 -0.5% 1.3285
Range 0.0065 0.0049 -0.0016 -24.6% 0.0114
ATR 0.0052 0.0053 0.0001 2.8% 0.0000
Volume 3 6 3 100.0% 74
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 1.3347 1.3315 1.3211
R3 1.3298 1.3266 1.3197
R2 1.3249 1.3249 1.3193
R1 1.3217 1.3217 1.3188 1.3209
PP 1.3200 1.3200 1.3200 1.3196
S1 1.3168 1.3168 1.3180 1.3160
S2 1.3151 1.3151 1.3175
S3 1.3102 1.3119 1.3171
S4 1.3053 1.3070 1.3157
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 1.3300 1.3184 0.0116 0.9% 0.0038 0.3% 0% False True 11
10 1.3300 1.3150 0.0150 1.1% 0.0030 0.2% 23% False False 9
20 1.3300 1.3075 0.0225 1.7% 0.0023 0.2% 48% False False 7
40 1.3364 1.3046 0.0318 2.4% 0.0020 0.2% 43% False False 6
60 1.3491 1.3046 0.0445 3.4% 0.0021 0.2% 31% False False 6
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3441
2.618 1.3361
1.618 1.3312
1.000 1.3282
0.618 1.3263
HIGH 1.3233
0.618 1.3214
0.500 1.3209
0.382 1.3203
LOW 1.3184
0.618 1.3154
1.000 1.3135
1.618 1.3105
2.618 1.3056
4.250 1.2976
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 1.3209 1.3242
PP 1.3200 1.3223
S1 1.3192 1.3203

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

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