CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 1.2755 1.2783 0.0028 0.2% 1.2888
High 1.2833 1.2789 -0.0044 -0.3% 1.2888
Low 1.2755 1.2700 -0.0055 -0.4% 1.2698
Close 1.2820 1.2746 -0.0074 -0.6% 1.2771
Range 0.0078 0.0089 0.0011 14.1% 0.0190
ATR 0.0067 0.0070 0.0004 5.7% 0.0000
Volume 26 17 -9 -34.6% 341
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 1.3012 1.2968 1.2795
R3 1.2923 1.2879 1.2770
R2 1.2834 1.2834 1.2762
R1 1.2790 1.2790 1.2754 1.2768
PP 1.2745 1.2745 1.2745 1.2734
S1 1.2701 1.2701 1.2738 1.2679
S2 1.2656 1.2656 1.2730
S3 1.2567 1.2612 1.2722
S4 1.2478 1.2523 1.2697
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3356 1.3253 1.2876
R3 1.3166 1.3063 1.2823
R2 1.2976 1.2976 1.2806
R1 1.2873 1.2873 1.2788 1.2830
PP 1.2786 1.2786 1.2786 1.2764
S1 1.2683 1.2683 1.2754 1.2640
S2 1.2596 1.2596 1.2736
S3 1.2406 1.2493 1.2719
S4 1.2216 1.2303 1.2667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2833 1.2698 0.0135 1.1% 0.0079 0.6% 36% False False 73
10 1.3009 1.2698 0.0311 2.4% 0.0061 0.5% 15% False False 60
20 1.3300 1.2698 0.0602 4.7% 0.0051 0.4% 8% False False 38
40 1.3355 1.2698 0.0657 5.2% 0.0034 0.3% 7% False False 22
60 1.3452 1.2698 0.0754 5.9% 0.0031 0.2% 6% False False 17
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3167
2.618 1.3022
1.618 1.2933
1.000 1.2878
0.618 1.2844
HIGH 1.2789
0.618 1.2755
0.500 1.2745
0.382 1.2734
LOW 1.2700
0.618 1.2645
1.000 1.2611
1.618 1.2556
2.618 1.2467
4.250 1.2322
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 1.2746 1.2766
PP 1.2745 1.2759
S1 1.2745 1.2753

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

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