CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 1.3135 1.3124 -0.0011 -0.1% 1.2820
High 1.3183 1.3130 -0.0053 -0.4% 1.3179
Low 1.3093 1.3041 -0.0052 -0.4% 1.2768
Close 1.3116 1.3048 -0.0068 -0.5% 1.3128
Range 0.0090 0.0089 -0.0001 -1.1% 0.0411
ATR 0.0111 0.0109 -0.0002 -1.4% 0.0000
Volume 235,533 227,799 -7,734 -3.3% 725,675
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3340 1.3283 1.3097
R3 1.3251 1.3194 1.3072
R2 1.3162 1.3162 1.3064
R1 1.3105 1.3105 1.3056 1.3089
PP 1.3073 1.3073 1.3073 1.3065
S1 1.3016 1.3016 1.3040 1.3000
S2 1.2984 1.2984 1.3032
S3 1.2895 1.2927 1.3024
S4 1.2806 1.2838 1.2999
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 1.2827 0.0356 2.7% 0.0133 1.0% 62% False False 219,176
10 1.3183 1.2520 0.0663 5.1% 0.0123 0.9% 80% False False 122,016
20 1.3183 1.2366 0.0817 6.3% 0.0105 0.8% 83% False False 61,770
40 1.3183 1.2069 0.1114 8.5% 0.0107 0.8% 88% False False 31,233
60 1.3183 1.2069 0.1114 8.5% 0.0105 0.8% 88% False False 20,937
80 1.3183 1.2069 0.1114 8.5% 0.0105 0.8% 88% False False 15,730
100 1.3300 1.2069 0.1231 9.4% 0.0095 0.7% 80% False False 12,593
120 1.3355 1.2069 0.1286 9.9% 0.0082 0.6% 76% False False 10,495
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 0.0027
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3508
2.618 1.3363
1.618 1.3274
1.000 1.3219
0.618 1.3185
HIGH 1.3130
0.618 1.3096
0.500 1.3086
0.382 1.3075
LOW 1.3041
0.618 1.2986
1.000 1.2952
1.618 1.2897
2.618 1.2808
4.250 1.2663
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 1.3086 1.3087
PP 1.3073 1.3074
S1 1.3061 1.3061

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

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