CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 1.2198 1.2409 0.0211 1.7% 1.2321
High 1.2413 1.2456 0.0043 0.3% 1.2425
Low 1.2191 1.2370 0.0179 1.5% 1.2160
Close 1.2397 1.2415 0.0018 0.1% 1.2397
Range 0.0222 0.0086 -0.0136 -61.3% 0.0265
ATR 0.0126 0.0123 -0.0003 -2.3% 0.0000
Volume 1,109 1,057 -52 -4.7% 3,860
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2672 1.2629 1.2462
R3 1.2586 1.2543 1.2439
R2 1.2500 1.2500 1.2431
R1 1.2457 1.2457 1.2423 1.2479
PP 1.2414 1.2414 1.2414 1.2424
S1 1.2371 1.2371 1.2407 1.2393
S2 1.2328 1.2328 1.2399
S3 1.2242 1.2285 1.2391
S4 1.2156 1.2199 1.2368
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3122 1.3025 1.2543
R3 1.2857 1.2760 1.2470
R2 1.2592 1.2592 1.2446
R1 1.2495 1.2495 1.2421 1.2544
PP 1.2327 1.2327 1.2327 1.2352
S1 1.2230 1.2230 1.2373 1.2279
S2 1.2062 1.2062 1.2348
S3 1.1797 1.1965 1.2324
S4 1.1532 1.1700 1.2251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2456 1.2160 0.0296 2.4% 0.0151 1.2% 86% True False 661
10 1.2456 1.2069 0.0387 3.1% 0.0138 1.1% 89% True False 815
20 1.2456 1.2069 0.0387 3.1% 0.0115 0.9% 89% True False 641
40 1.2805 1.2069 0.0736 5.9% 0.0113 0.9% 47% False False 408
60 1.2950 1.2069 0.0881 7.1% 0.0103 0.8% 39% False False 296
80 1.3300 1.2069 0.1231 9.9% 0.0085 0.7% 28% False False 227
100 1.3364 1.2069 0.1295 10.4% 0.0072 0.6% 27% False False 183
120 1.3491 1.2069 0.1422 11.5% 0.0064 0.5% 24% False False 153
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2822
2.618 1.2681
1.618 1.2595
1.000 1.2542
0.618 1.2509
HIGH 1.2456
0.618 1.2423
0.500 1.2413
0.382 1.2403
LOW 1.2370
0.618 1.2317
1.000 1.2284
1.618 1.2231
2.618 1.2145
4.250 1.2005
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 1.2414 1.2379
PP 1.2414 1.2344
S1 1.2413 1.2308

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

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