CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 1.3052 1.3003 -0.0049 -0.4% 1.3285
High 1.3054 1.3009 -0.0045 -0.3% 1.3300
Low 1.3015 1.2949 -0.0066 -0.5% 1.3110
Close 1.3054 1.2975 -0.0079 -0.6% 1.3110
Range 0.0039 0.0060 0.0021 53.8% 0.0190
ATR 0.0057 0.0060 0.0003 6.1% 0.0000
Volume 11 156 145 1,318.2% 99
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 1.3158 1.3126 1.3008
R3 1.3098 1.3066 1.2992
R2 1.3038 1.3038 1.2986
R1 1.3006 1.3006 1.2981 1.2992
PP 1.2978 1.2978 1.2978 1.2971
S1 1.2946 1.2946 1.2970 1.2932
S2 1.2918 1.2918 1.2964
S3 1.2858 1.2886 1.2959
S4 1.2798 1.2826 1.2942
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 1.3190 1.2949 0.0241 1.9% 0.0053 0.4% 11% False True 50
10 1.3300 1.2949 0.0351 2.7% 0.0046 0.4% 7% False True 31
20 1.3300 1.2949 0.0351 2.7% 0.0032 0.2% 7% False True 18
40 1.3364 1.2949 0.0415 3.2% 0.0026 0.2% 6% False True 12
60 1.3491 1.2949 0.0542 4.2% 0.0025 0.2% 5% False True 10
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3264
2.618 1.3166
1.618 1.3106
1.000 1.3069
0.618 1.3046
HIGH 1.3009
0.618 1.2986
0.500 1.2979
0.382 1.2972
LOW 1.2949
0.618 1.2912
1.000 1.2889
1.618 1.2852
2.618 1.2792
4.250 1.2694
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 1.2979 1.3013
PP 1.2978 1.3000
S1 1.2976 1.2988

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

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