CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 1.3003 1.2970 -0.0033 -0.3% 1.3285
High 1.3009 1.2979 -0.0030 -0.2% 1.3300
Low 1.2949 1.2968 0.0019 0.1% 1.3110
Close 1.2975 1.2979 0.0004 0.0% 1.3110
Range 0.0060 0.0011 -0.0049 -81.7% 0.0190
ATR 0.0060 0.0057 -0.0004 -5.8% 0.0000
Volume 156 60 -96 -61.5% 99
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 1.3008 1.3005 1.2985
R3 1.2997 1.2994 1.2982
R2 1.2986 1.2986 1.2981
R1 1.2983 1.2983 1.2980 1.2985
PP 1.2975 1.2975 1.2975 1.2976
S1 1.2972 1.2972 1.2978 1.2974
S2 1.2964 1.2964 1.2977
S3 1.2953 1.2961 1.2976
S4 1.2942 1.2950 1.2973
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 1.3181 1.2949 0.0232 1.8% 0.0051 0.4% 13% False False 62
10 1.3300 1.2949 0.0351 2.7% 0.0044 0.3% 9% False False 36
20 1.3300 1.2949 0.0351 2.7% 0.0031 0.2% 9% False False 21
40 1.3364 1.2949 0.0415 3.2% 0.0026 0.2% 7% False False 13
60 1.3491 1.2949 0.0542 4.2% 0.0025 0.2% 6% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3026
2.618 1.3008
1.618 1.2997
1.000 1.2990
0.618 1.2986
HIGH 1.2979
0.618 1.2975
0.500 1.2974
0.382 1.2972
LOW 1.2968
0.618 1.2961
1.000 1.2957
1.618 1.2950
2.618 1.2939
4.250 1.2921
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 1.2977 1.3002
PP 1.2975 1.2994
S1 1.2974 1.2987

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

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