CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 1.2230 1.2273 0.0043 0.4% 1.2303
High 1.2280 1.2313 0.0033 0.3% 1.2356
Low 1.2193 1.2202 0.0009 0.1% 1.2193
Close 1.2268 1.2303 0.0035 0.3% 1.2268
Range 0.0087 0.0111 0.0024 27.6% 0.0163
ATR 0.0103 0.0103 0.0001 0.6% 0.0000
Volume 261 185 -76 -29.1% 1,513
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2606 1.2565 1.2364
R3 1.2495 1.2454 1.2334
R2 1.2384 1.2384 1.2323
R1 1.2343 1.2343 1.2313 1.2364
PP 1.2273 1.2273 1.2273 1.2283
S1 1.2232 1.2232 1.2293 1.2253
S2 1.2162 1.2162 1.2283
S3 1.2051 1.2121 1.2272
S4 1.1940 1.2010 1.2242
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2761 1.2678 1.2358
R3 1.2598 1.2515 1.2313
R2 1.2435 1.2435 1.2298
R1 1.2352 1.2352 1.2283 1.2312
PP 1.2272 1.2272 1.2272 1.2253
S1 1.2189 1.2189 1.2253 1.2149
S2 1.2109 1.2109 1.2238
S3 1.1946 1.2026 1.2223
S4 1.1783 1.1863 1.2178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2356 1.2193 0.0163 1.3% 0.0086 0.7% 67% False False 242
10 1.2689 1.2193 0.0496 4.0% 0.0098 0.8% 22% False False 254
20 1.2805 1.2193 0.0612 5.0% 0.0109 0.9% 18% False False 194
40 1.2833 1.2193 0.0640 5.2% 0.0100 0.8% 17% False False 145
60 1.3300 1.2193 0.1107 9.0% 0.0081 0.7% 10% False False 109
80 1.3364 1.2193 0.1171 9.5% 0.0065 0.5% 9% False False 83
100 1.3491 1.2193 0.1298 10.6% 0.0056 0.5% 8% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2785
2.618 1.2604
1.618 1.2493
1.000 1.2424
0.618 1.2382
HIGH 1.2313
0.618 1.2271
0.500 1.2258
0.382 1.2244
LOW 1.2202
0.618 1.2133
1.000 1.2091
1.618 1.2022
2.618 1.1911
4.250 1.1730
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 1.2288 1.2286
PP 1.2273 1.2270
S1 1.2258 1.2253

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

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