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CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 1.3124 1.3056 -0.0068 -0.5% 1.2820
High 1.3130 1.3097 -0.0033 -0.3% 1.3179
Low 1.3041 1.3004 -0.0037 -0.3% 1.2768
Close 1.3048 1.3074 0.0026 0.2% 1.3128
Range 0.0089 0.0093 0.0004 4.5% 0.0411
ATR 0.0109 0.0108 -0.0001 -1.1% 0.0000
Volume 227,799 264,759 36,960 16.2% 725,675
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3337 1.3299 1.3125
R3 1.3244 1.3206 1.3100
R2 1.3151 1.3151 1.3091
R1 1.3113 1.3113 1.3083 1.3132
PP 1.3058 1.3058 1.3058 1.3068
S1 1.3020 1.3020 1.3065 1.3039
S2 1.2965 1.2965 1.3057
S3 1.2872 1.2927 1.3048
S4 1.2779 1.2834 1.3023
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 1.2838 0.0345 2.6% 0.0128 1.0% 68% False False 248,391
10 1.3183 1.2576 0.0607 4.6% 0.0121 0.9% 82% False False 147,845
20 1.3183 1.2453 0.0730 5.6% 0.0103 0.8% 85% False False 74,987
40 1.3183 1.2088 0.1095 8.4% 0.0107 0.8% 90% False False 37,820
60 1.3183 1.2069 0.1114 8.5% 0.0106 0.8% 90% False False 25,346
80 1.3183 1.2069 0.1114 8.5% 0.0105 0.8% 90% False False 19,039
100 1.3300 1.2069 0.1231 9.4% 0.0096 0.7% 82% False False 15,240
120 1.3355 1.2069 0.1286 9.8% 0.0083 0.6% 78% False False 12,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3492
2.618 1.3340
1.618 1.3247
1.000 1.3190
0.618 1.3154
HIGH 1.3097
0.618 1.3061
0.500 1.3051
0.382 1.3040
LOW 1.3004
0.618 1.2947
1.000 1.2911
1.618 1.2854
2.618 1.2761
4.250 1.2609
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 1.3066 1.3094
PP 1.3058 1.3087
S1 1.3051 1.3081

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

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