CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 1.2373 1.2352 -0.0021 -0.2% 1.2300
High 1.2400 1.2384 -0.0016 -0.1% 1.2403
Low 1.2309 1.2320 0.0011 0.1% 1.2284
Close 1.2339 1.2366 0.0027 0.2% 1.2339
Range 0.0091 0.0064 -0.0027 -29.7% 0.0119
ATR 0.0105 0.0102 -0.0003 -2.8% 0.0000
Volume 1,105 310 -795 -71.9% 3,348
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2549 1.2521 1.2401
R3 1.2485 1.2457 1.2384
R2 1.2421 1.2421 1.2378
R1 1.2393 1.2393 1.2372 1.2407
PP 1.2357 1.2357 1.2357 1.2364
S1 1.2329 1.2329 1.2360 1.2343
S2 1.2293 1.2293 1.2354
S3 1.2229 1.2265 1.2348
S4 1.2165 1.2201 1.2331
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2699 1.2638 1.2404
R3 1.2580 1.2519 1.2372
R2 1.2461 1.2461 1.2361
R1 1.2400 1.2400 1.2350 1.2431
PP 1.2342 1.2342 1.2342 1.2357
S1 1.2281 1.2281 1.2328 1.2312
S2 1.2223 1.2223 1.2317
S3 1.2104 1.2162 1.2306
S4 1.1985 1.2043 1.2274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2403 1.2284 0.0119 1.0% 0.0079 0.6% 69% False False 588
10 1.2460 1.2270 0.0190 1.5% 0.0081 0.7% 51% False False 577
20 1.2460 1.2069 0.0391 3.2% 0.0110 0.9% 76% False False 696
40 1.2710 1.2069 0.0641 5.2% 0.0105 0.9% 46% False False 521
60 1.2805 1.2069 0.0736 6.0% 0.0104 0.8% 40% False False 383
80 1.3300 1.2069 0.1231 10.0% 0.0093 0.7% 24% False False 298
100 1.3355 1.2069 0.1286 10.4% 0.0077 0.6% 23% False False 240
120 1.3364 1.2069 0.1295 10.5% 0.0068 0.6% 23% False False 201
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.2656
2.618 1.2552
1.618 1.2488
1.000 1.2448
0.618 1.2424
HIGH 1.2384
0.618 1.2360
0.500 1.2352
0.382 1.2344
LOW 1.2320
0.618 1.2280
1.000 1.2256
1.618 1.2216
2.618 1.2152
4.250 1.2048
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 1.2361 1.2358
PP 1.2357 1.2350
S1 1.2352 1.2342

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

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