CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 1.2970 1.2948 -0.0022 -0.2% 1.3050
High 1.2979 1.2950 -0.0029 -0.2% 1.3077
Low 1.2968 1.2948 -0.0020 -0.2% 1.2948
Close 1.2979 1.2950 -0.0029 -0.2% 1.2950
Range 0.0011 0.0002 -0.0009 -81.8% 0.0129
ATR 0.0057 0.0055 -0.0002 -3.2% 0.0000
Volume 60 5 -55 -91.7% 235
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.2955 1.2955 1.2951
R3 1.2953 1.2953 1.2951
R2 1.2951 1.2951 1.2950
R1 1.2951 1.2951 1.2950 1.2951
PP 1.2949 1.2949 1.2949 1.2950
S1 1.2949 1.2949 1.2950 1.2949
S2 1.2947 1.2947 1.2950
S3 1.2945 1.2947 1.2949
S4 1.2943 1.2945 1.2949
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.3379 1.3293 1.3021
R3 1.3250 1.3164 1.2985
R2 1.3121 1.3121 1.2974
R1 1.3035 1.3035 1.2962 1.3014
PP 1.2992 1.2992 1.2992 1.2981
S1 1.2906 1.2906 1.2938 1.2885
S2 1.2863 1.2863 1.2926
S3 1.2734 1.2777 1.2915
S4 1.2605 1.2648 1.2879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3077 1.2948 0.0129 1.0% 0.0037 0.3% 2% False True 47
10 1.3300 1.2948 0.0352 2.7% 0.0041 0.3% 1% False True 33
20 1.3300 1.2948 0.0352 2.7% 0.0031 0.2% 1% False True 21
40 1.3364 1.2948 0.0416 3.2% 0.0026 0.2% 0% False True 13
60 1.3491 1.2948 0.0543 4.2% 0.0025 0.2% 0% False True 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.2959
2.618 1.2955
1.618 1.2953
1.000 1.2952
0.618 1.2951
HIGH 1.2950
0.618 1.2949
0.500 1.2949
0.382 1.2949
LOW 1.2948
0.618 1.2947
1.000 1.2946
1.618 1.2945
2.618 1.2943
4.250 1.2940
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 1.2950 1.2979
PP 1.2949 1.2969
S1 1.2949 1.2960

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

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