CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 1.3161 1.3050 -0.0111 -0.8% 1.3285
High 1.3181 1.3077 -0.0104 -0.8% 1.3300
Low 1.3110 1.3004 -0.0106 -0.8% 1.3110
Close 1.3110 1.3077 -0.0033 -0.3% 1.3110
Range 0.0071 0.0073 0.0002 2.8% 0.0190
ATR 0.0052 0.0056 0.0004 7.3% 0.0000
Volume 80 3 -77 -96.3% 99
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 1.3272 1.3247 1.3117
R3 1.3199 1.3174 1.3097
R2 1.3126 1.3126 1.3090
R1 1.3101 1.3101 1.3084 1.3114
PP 1.3053 1.3053 1.3053 1.3059
S1 1.3028 1.3028 1.3070 1.3041
S2 1.2980 1.2980 1.3064
S3 1.2907 1.2955 1.3057
S4 1.2834 1.2882 1.3037
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.3743 1.3617 1.3215
R3 1.3553 1.3427 1.3162
R2 1.3363 1.3363 1.3145
R1 1.3237 1.3237 1.3127 1.3205
PP 1.3173 1.3173 1.3173 1.3158
S1 1.3047 1.3047 1.3093 1.3015
S2 1.2983 1.2983 1.3075
S3 1.2793 1.2857 1.3058
S4 1.2603 1.2667 1.3006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3300 1.3004 0.0296 2.3% 0.0056 0.4% 25% False True 19
10 1.3300 1.3004 0.0296 2.3% 0.0043 0.3% 25% False True 16
20 1.3300 1.3004 0.0296 2.3% 0.0027 0.2% 25% False True 10
40 1.3364 1.3004 0.0360 2.8% 0.0024 0.2% 20% False True 8
60 1.3491 1.3004 0.0487 3.7% 0.0024 0.2% 15% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.3387
2.618 1.3268
1.618 1.3195
1.000 1.3150
0.618 1.3122
HIGH 1.3077
0.618 1.3049
0.500 1.3041
0.382 1.3032
LOW 1.3004
0.618 1.2959
1.000 1.2931
1.618 1.2886
2.618 1.2813
4.250 1.2694
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 1.3065 1.3097
PP 1.3053 1.3090
S1 1.3041 1.3084

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

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