CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 1.2797 1.2755 -0.0042 -0.3% 1.3050
High 1.2847 1.2783 -0.0064 -0.5% 1.3077
Low 1.2758 1.2715 -0.0043 -0.3% 1.2948
Close 1.2766 1.2755 -0.0011 -0.1% 1.2950
Range 0.0089 0.0068 -0.0021 -23.6% 0.0129
ATR 0.0063 0.0063 0.0000 0.6% 0.0000
Volume 15 263 248 1,653.3% 235
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 1.2955 1.2923 1.2792
R3 1.2887 1.2855 1.2774
R2 1.2819 1.2819 1.2767
R1 1.2787 1.2787 1.2761 1.2789
PP 1.2751 1.2751 1.2751 1.2752
S1 1.2719 1.2719 1.2749 1.2721
S2 1.2683 1.2683 1.2743
S3 1.2615 1.2651 1.2736
S4 1.2547 1.2583 1.2718
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 1.2979 1.2715 0.0264 2.1% 0.0043 0.3% 15% False True 68
10 1.3190 1.2715 0.0475 3.7% 0.0048 0.4% 8% False True 59
20 1.3300 1.2715 0.0585 4.6% 0.0039 0.3% 7% False True 34
40 1.3364 1.2715 0.0649 5.1% 0.0028 0.2% 6% False True 20
60 1.3491 1.2715 0.0776 6.1% 0.0027 0.2% 5% False True 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3072
2.618 1.2961
1.618 1.2893
1.000 1.2851
0.618 1.2825
HIGH 1.2783
0.618 1.2757
0.500 1.2749
0.382 1.2741
LOW 1.2715
0.618 1.2673
1.000 1.2647
1.618 1.2605
2.618 1.2537
4.250 1.2426
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 1.2753 1.2802
PP 1.2751 1.2786
S1 1.2749 1.2771

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

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