CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 1.2948 1.2888 -0.0060 -0.5% 1.3050
High 1.2950 1.2888 -0.0062 -0.5% 1.3077
Low 1.2948 1.2842 -0.0106 -0.8% 1.2948
Close 1.2950 1.2874 -0.0076 -0.6% 1.2950
Range 0.0002 0.0046 0.0044 2,200.0% 0.0129
ATR 0.0055 0.0059 0.0004 6.9% 0.0000
Volume 5 1 -4 -80.0% 235
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 1.3006 1.2986 1.2899
R3 1.2960 1.2940 1.2887
R2 1.2914 1.2914 1.2882
R1 1.2894 1.2894 1.2878 1.2881
PP 1.2868 1.2868 1.2868 1.2862
S1 1.2848 1.2848 1.2870 1.2835
S2 1.2822 1.2822 1.2866
S3 1.2776 1.2802 1.2861
S4 1.2730 1.2756 1.2849
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 1.3054 1.2842 0.0212 1.6% 0.0032 0.2% 15% False True 46
10 1.3300 1.2842 0.0458 3.6% 0.0044 0.3% 7% False True 32
20 1.3300 1.2842 0.0458 3.6% 0.0034 0.3% 7% False True 21
40 1.3364 1.2842 0.0522 4.1% 0.0026 0.2% 6% False True 13
60 1.3491 1.2842 0.0649 5.0% 0.0026 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3084
2.618 1.3008
1.618 1.2962
1.000 1.2934
0.618 1.2916
HIGH 1.2888
0.618 1.2870
0.500 1.2865
0.382 1.2860
LOW 1.2842
0.618 1.2814
1.000 1.2796
1.618 1.2768
2.618 1.2722
4.250 1.2647
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 1.2871 1.2911
PP 1.2868 1.2898
S1 1.2865 1.2886

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

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