CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 1.2149 1.2146 -0.0003 0.0% 1.2273
High 1.2171 1.2160 -0.0011 -0.1% 1.2353
Low 1.2098 1.2069 -0.0029 -0.2% 1.2179
Close 1.2152 1.2087 -0.0065 -0.5% 1.2184
Range 0.0073 0.0091 0.0018 24.7% 0.0174
ATR 0.0103 0.0102 -0.0001 -0.8% 0.0000
Volume 484 1,261 777 160.5% 3,161
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2378 1.2324 1.2137
R3 1.2287 1.2233 1.2112
R2 1.2196 1.2196 1.2104
R1 1.2142 1.2142 1.2095 1.2124
PP 1.2105 1.2105 1.2105 1.2096
S1 1.2051 1.2051 1.2079 1.2033
S2 1.2014 1.2014 1.2070
S3 1.1923 1.1960 1.2062
S4 1.1832 1.1869 1.2037
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2761 1.2646 1.2280
R3 1.2587 1.2472 1.2232
R2 1.2413 1.2413 1.2216
R1 1.2298 1.2298 1.2200 1.2269
PP 1.2239 1.2239 1.2239 1.2224
S1 1.2124 1.2124 1.2168 1.2095
S2 1.2065 1.2065 1.2152
S3 1.1891 1.1950 1.2136
S4 1.1717 1.1776 1.2088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2353 1.2069 0.0284 2.3% 0.0093 0.8% 6% False True 837
10 1.2353 1.2069 0.0284 2.3% 0.0094 0.8% 6% False True 576
20 1.2710 1.2069 0.0641 5.3% 0.0103 0.8% 3% False True 396
40 1.2805 1.2069 0.0736 6.1% 0.0103 0.9% 2% False True 257
60 1.3300 1.2069 0.1231 10.2% 0.0088 0.7% 1% False True 186
80 1.3355 1.2069 0.1286 10.6% 0.0071 0.6% 1% False True 141
100 1.3364 1.2069 0.1295 10.7% 0.0060 0.5% 1% False True 114
120 1.3491 1.2069 0.1422 11.8% 0.0054 0.4% 1% False True 96
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 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2547
2.618 1.2398
1.618 1.2307
1.000 1.2251
0.618 1.2216
HIGH 1.2160
0.618 1.2125
0.500 1.2115
0.382 1.2104
LOW 1.2069
0.618 1.2013
1.000 1.1978
1.618 1.1922
2.618 1.1831
4.250 1.1682
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 1.2115 1.2181
PP 1.2105 1.2150
S1 1.2096 1.2118

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

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