CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 1.2505 1.2517 0.0012 0.1% 1.2739
High 1.2524 1.2546 0.0022 0.2% 1.2805
Low 1.2472 1.2440 -0.0032 -0.3% 1.2545
Close 1.2482 1.2450 -0.0032 -0.3% 1.2585
Range 0.0052 0.0106 0.0054 103.8% 0.0260
ATR 0.0096 0.0097 0.0001 0.7% 0.0000
Volume 97 236 139 143.3% 420
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2797 1.2729 1.2508
R3 1.2691 1.2623 1.2479
R2 1.2585 1.2585 1.2469
R1 1.2517 1.2517 1.2460 1.2498
PP 1.2479 1.2479 1.2479 1.2469
S1 1.2411 1.2411 1.2440 1.2392
S2 1.2373 1.2373 1.2431
S3 1.2267 1.2305 1.2421
S4 1.2161 1.2199 1.2392
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3425 1.3265 1.2728
R3 1.3165 1.3005 1.2657
R2 1.2905 1.2905 1.2633
R1 1.2745 1.2745 1.2609 1.2695
PP 1.2645 1.2645 1.2645 1.2620
S1 1.2485 1.2485 1.2561 1.2435
S2 1.2385 1.2385 1.2537
S3 1.2125 1.2225 1.2514
S4 1.1865 1.1965 1.2442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2606 1.2440 0.0166 1.3% 0.0072 0.6% 6% False True 181
10 1.2805 1.2440 0.0365 2.9% 0.0101 0.8% 3% False True 127
20 1.2805 1.2325 0.0480 3.9% 0.0103 0.8% 26% False False 139
40 1.3190 1.2325 0.0865 6.9% 0.0083 0.7% 14% False False 94
60 1.3300 1.2325 0.0975 7.8% 0.0063 0.5% 13% False False 65
80 1.3364 1.2325 0.1039 8.3% 0.0052 0.4% 12% False False 50
100 1.3491 1.2325 0.1166 9.4% 0.0046 0.4% 11% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2997
2.618 1.2824
1.618 1.2718
1.000 1.2652
0.618 1.2612
HIGH 1.2546
0.618 1.2506
0.500 1.2493
0.382 1.2480
LOW 1.2440
0.618 1.2374
1.000 1.2334
1.618 1.2268
2.618 1.2162
4.250 1.1990
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 1.2493 1.2498
PP 1.2479 1.2482
S1 1.2464 1.2466

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

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