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CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 1.2591 1.2661 0.0070 0.6% 1.2591
High 1.2654 1.2668 0.0014 0.1% 1.2673
Low 1.2590 1.2620 0.0030 0.2% 1.2474
Close 1.2627 1.2659 0.0032 0.3% 1.2659
Range 0.0064 0.0048 -0.0016 -25.0% 0.0199
ATR 0.0095 0.0092 -0.0003 -3.5% 0.0000
Volume 95 63 -32 -33.7% 840
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2793 1.2774 1.2685
R3 1.2745 1.2726 1.2672
R2 1.2697 1.2697 1.2668
R1 1.2678 1.2678 1.2663 1.2664
PP 1.2649 1.2649 1.2649 1.2642
S1 1.2630 1.2630 1.2655 1.2616
S2 1.2601 1.2601 1.2650
S3 1.2553 1.2582 1.2646
S4 1.2505 1.2534 1.2633
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3199 1.3128 1.2768
R3 1.3000 1.2929 1.2714
R2 1.2801 1.2801 1.2695
R1 1.2730 1.2730 1.2677 1.2766
PP 1.2602 1.2602 1.2602 1.2620
S1 1.2531 1.2531 1.2641 1.2567
S2 1.2403 1.2403 1.2623
S3 1.2204 1.2332 1.2604
S4 1.2005 1.2133 1.2550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2673 1.2474 0.0199 1.6% 0.0094 0.7% 93% False False 168
10 1.2673 1.2401 0.0272 2.1% 0.0098 0.8% 95% False False 155
20 1.2833 1.2325 0.0508 4.0% 0.0091 0.7% 66% False False 97
40 1.3300 1.2325 0.0975 7.7% 0.0066 0.5% 34% False False 66
60 1.3364 1.2325 0.1039 8.2% 0.0050 0.4% 32% False False 46
80 1.3491 1.2325 0.1166 9.2% 0.0043 0.3% 29% False False 36
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2872
2.618 1.2794
1.618 1.2746
1.000 1.2716
0.618 1.2698
HIGH 1.2668
0.618 1.2650
0.500 1.2644
0.382 1.2638
LOW 1.2620
0.618 1.2590
1.000 1.2572
1.618 1.2542
2.618 1.2494
4.250 1.2416
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 1.2654 1.2636
PP 1.2649 1.2613
S1 1.2644 1.2590

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

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