CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 1.3050 1.3052 0.0002 0.0% 1.3285
High 1.3077 1.3054 -0.0023 -0.2% 1.3300
Low 1.3004 1.3015 0.0011 0.1% 1.3110
Close 1.3077 1.3054 -0.0023 -0.2% 1.3110
Range 0.0073 0.0039 -0.0034 -46.6% 0.0190
ATR 0.0056 0.0057 0.0000 0.7% 0.0000
Volume 3 11 8 266.7% 99
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 1.3158 1.3145 1.3075
R3 1.3119 1.3106 1.3065
R2 1.3080 1.3080 1.3061
R1 1.3067 1.3067 1.3058 1.3074
PP 1.3041 1.3041 1.3041 1.3044
S1 1.3028 1.3028 1.3050 1.3035
S2 1.3002 1.3002 1.3047
S3 1.2963 1.2989 1.3043
S4 1.2924 1.2950 1.3033
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 1.3233 1.3004 0.0229 1.8% 0.0051 0.4% 22% False False 20
10 1.3300 1.3004 0.0296 2.3% 0.0042 0.3% 17% False False 17
20 1.3300 1.3004 0.0296 2.3% 0.0029 0.2% 17% False False 11
40 1.3364 1.3004 0.0360 2.8% 0.0025 0.2% 14% False False 8
60 1.3491 1.3004 0.0487 3.7% 0.0024 0.2% 10% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3220
2.618 1.3156
1.618 1.3117
1.000 1.3093
0.618 1.3078
HIGH 1.3054
0.618 1.3039
0.500 1.3035
0.382 1.3030
LOW 1.3015
0.618 1.2991
1.000 1.2976
1.618 1.2952
2.618 1.2913
4.250 1.2849
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 1.3048 1.3093
PP 1.3041 1.3080
S1 1.3035 1.3067

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

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