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CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 1.2995 1.3135 0.0140 1.1% 1.2820
High 1.3179 1.3183 0.0004 0.0% 1.3179
Low 1.2990 1.3093 0.0103 0.8% 1.2768
Close 1.3128 1.3116 -0.0012 -0.1% 1.3128
Range 0.0189 0.0090 -0.0099 -52.4% 0.0411
ATR 0.0112 0.0111 -0.0002 -1.4% 0.0000
Volume 329,684 235,533 -94,151 -28.6% 725,675
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3401 1.3348 1.3166
R3 1.3311 1.3258 1.3141
R2 1.3221 1.3221 1.3133
R1 1.3168 1.3168 1.3124 1.3150
PP 1.3131 1.3131 1.3131 1.3121
S1 1.3078 1.3078 1.3108 1.3060
S2 1.3041 1.3041 1.3100
S3 1.2951 1.2988 1.3091
S4 1.2861 1.2898 1.3067
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.4258 1.4104 1.3354
R3 1.3847 1.3693 1.3241
R2 1.3436 1.3436 1.3203
R1 1.3282 1.3282 1.3166 1.3359
PP 1.3025 1.3025 1.3025 1.3064
S1 1.2871 1.2871 1.3090 1.2948
S2 1.2614 1.2614 1.3053
S3 1.2203 1.2460 1.3015
S4 1.1792 1.2049 1.2902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3183 1.2771 0.0412 3.1% 0.0138 1.1% 84% True False 185,630
10 1.3183 1.2520 0.0663 5.1% 0.0122 0.9% 90% True False 99,510
20 1.3183 1.2320 0.0863 6.6% 0.0104 0.8% 92% True False 50,396
40 1.3183 1.2069 0.1114 8.5% 0.0107 0.8% 94% True False 25,550
60 1.3183 1.2069 0.1114 8.5% 0.0105 0.8% 94% True False 17,143
80 1.3183 1.2069 0.1114 8.5% 0.0104 0.8% 94% True False 12,884
100 1.3300 1.2069 0.1231 9.4% 0.0095 0.7% 85% False False 10,315
120 1.3355 1.2069 0.1286 9.8% 0.0082 0.6% 81% False False 8,597
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0029
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3566
2.618 1.3419
1.618 1.3329
1.000 1.3273
0.618 1.3239
HIGH 1.3183
0.618 1.3149
0.500 1.3138
0.382 1.3127
LOW 1.3093
0.618 1.3037
1.000 1.3003
1.618 1.2947
2.618 1.2857
4.250 1.2711
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 1.3138 1.3081
PP 1.3131 1.3046
S1 1.3123 1.3011

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

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