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CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1.3056 1.3057 0.0001 0.0% 1.2820
High 1.3097 1.3070 -0.0027 -0.2% 1.3179
Low 1.3004 1.2930 -0.0074 -0.6% 1.2768
Close 1.3074 1.2981 -0.0093 -0.7% 1.3128
Range 0.0093 0.0140 0.0047 50.5% 0.0411
ATR 0.0108 0.0111 0.0003 2.4% 0.0000
Volume 264,759 277,597 12,838 4.8% 725,675
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3414 1.3337 1.3058
R3 1.3274 1.3197 1.3020
R2 1.3134 1.3134 1.3007
R1 1.3057 1.3057 1.2994 1.3026
PP 1.2994 1.2994 1.2994 1.2978
S1 1.2917 1.2917 1.2968 1.2886
S2 1.2854 1.2854 1.2955
S3 1.2714 1.2777 1.2943
S4 1.2574 1.2637 1.2904
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 1.2930 0.0253 1.9% 0.0120 0.9% 20% False True 267,074
10 1.3183 1.2641 0.0542 4.2% 0.0126 1.0% 63% False False 174,369
20 1.3183 1.2484 0.0699 5.4% 0.0105 0.8% 71% False False 88,788
40 1.3183 1.2144 0.1039 8.0% 0.0108 0.8% 81% False False 44,740
60 1.3183 1.2069 0.1114 8.6% 0.0107 0.8% 82% False False 29,969
80 1.3183 1.2069 0.1114 8.6% 0.0106 0.8% 82% False False 22,508
100 1.3300 1.2069 0.1231 9.5% 0.0097 0.7% 74% False False 18,016
120 1.3300 1.2069 0.1231 9.5% 0.0084 0.6% 74% False False 15,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3665
2.618 1.3437
1.618 1.3297
1.000 1.3210
0.618 1.3157
HIGH 1.3070
0.618 1.3017
0.500 1.3000
0.382 1.2983
LOW 1.2930
0.618 1.2843
1.000 1.2790
1.618 1.2703
2.618 1.2563
4.250 1.2335
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1.3000 1.3030
PP 1.2994 1.3014
S1 1.2987 1.2997

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

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