CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 1.2502 1.2585 0.0083 0.7% 1.2352
High 1.2590 1.2592 0.0002 0.0% 1.2607
Low 1.2484 1.2539 0.0055 0.4% 1.2320
Close 1.2579 1.2543 -0.0036 -0.3% 1.2536
Range 0.0106 0.0053 -0.0053 -50.0% 0.0287
ATR 0.0097 0.0093 -0.0003 -3.2% 0.0000
Volume 627 2,156 1,529 243.9% 4,756
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2717 1.2683 1.2572
R3 1.2664 1.2630 1.2558
R2 1.2611 1.2611 1.2553
R1 1.2577 1.2577 1.2548 1.2568
PP 1.2558 1.2558 1.2558 1.2553
S1 1.2524 1.2524 1.2538 1.2515
S2 1.2505 1.2505 1.2533
S3 1.2452 1.2471 1.2528
S4 1.2399 1.2418 1.2514
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3349 1.3229 1.2694
R3 1.3062 1.2942 1.2615
R2 1.2775 1.2775 1.2589
R1 1.2655 1.2655 1.2562 1.2715
PP 1.2488 1.2488 1.2488 1.2518
S1 1.2368 1.2368 1.2510 1.2428
S2 1.2201 1.2201 1.2483
S3 1.1914 1.2081 1.2457
S4 1.1627 1.1794 1.2378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2607 1.2484 0.0123 1.0% 0.0069 0.6% 48% False False 1,262
10 1.2607 1.2284 0.0323 2.6% 0.0085 0.7% 80% False False 1,007
20 1.2607 1.2160 0.0447 3.6% 0.0099 0.8% 86% False False 825
40 1.2617 1.2069 0.0548 4.4% 0.0103 0.8% 86% False False 698
60 1.2805 1.2069 0.0736 5.9% 0.0103 0.8% 64% False False 516
80 1.3054 1.2069 0.0985 7.9% 0.0096 0.8% 48% False False 400
100 1.3300 1.2069 0.1231 9.8% 0.0082 0.7% 39% False False 322
120 1.3364 1.2069 0.1295 10.3% 0.0072 0.6% 37% False False 270
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2817
2.618 1.2731
1.618 1.2678
1.000 1.2645
0.618 1.2625
HIGH 1.2592
0.618 1.2572
0.500 1.2566
0.382 1.2559
LOW 1.2539
0.618 1.2506
1.000 1.2486
1.618 1.2453
2.618 1.2400
4.250 1.2314
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 1.2566 1.2541
PP 1.2558 1.2540
S1 1.2551 1.2538

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

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