CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 1.3057 1.2977 -0.0080 -0.6% 1.3135
High 1.3070 1.3059 -0.0011 -0.1% 1.3183
Low 1.2930 1.2966 0.0036 0.3% 1.2930
Close 1.2981 1.3001 0.0020 0.2% 1.3001
Range 0.0140 0.0093 -0.0047 -33.6% 0.0253
ATR 0.0111 0.0109 -0.0001 -1.1% 0.0000
Volume 277,597 281,069 3,472 1.3% 1,286,757
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3288 1.3237 1.3052
R3 1.3195 1.3144 1.3027
R2 1.3102 1.3102 1.3018
R1 1.3051 1.3051 1.3010 1.3077
PP 1.3009 1.3009 1.3009 1.3021
S1 1.2958 1.2958 1.2992 1.2984
S2 1.2916 1.2916 1.2984
S3 1.2823 1.2865 1.2975
S4 1.2730 1.2772 1.2950
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3797 1.3652 1.3140
R3 1.3544 1.3399 1.3071
R2 1.3291 1.3291 1.3047
R1 1.3146 1.3146 1.3024 1.3092
PP 1.3038 1.3038 1.3038 1.3011
S1 1.2893 1.2893 1.2978 1.2839
S2 1.2785 1.2785 1.2955
S3 1.2532 1.2640 1.2931
S4 1.2279 1.2387 1.2862
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% 0.0101 0.8% 28% False False 257,351
10 1.3183 1.2768 0.0415 3.2% 0.0116 0.9% 56% False False 201,243
20 1.3183 1.2484 0.0699 5.4% 0.0106 0.8% 74% False False 102,796
40 1.3183 1.2160 0.1023 7.9% 0.0106 0.8% 82% False False 51,745
60 1.3183 1.2069 0.1114 8.6% 0.0108 0.8% 84% False False 34,652
80 1.3183 1.2069 0.1114 8.6% 0.0106 0.8% 84% False False 26,021
100 1.3233 1.2069 0.1164 9.0% 0.0097 0.7% 80% False False 20,826
120 1.3300 1.2069 0.1231 9.5% 0.0085 0.7% 76% False False 17,356
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3454
2.618 1.3302
1.618 1.3209
1.000 1.3152
0.618 1.3116
HIGH 1.3059
0.618 1.3023
0.500 1.3013
0.382 1.3002
LOW 1.2966
0.618 1.2909
1.000 1.2873
1.618 1.2816
2.618 1.2723
4.250 1.2571
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 1.3013 1.3014
PP 1.3009 1.3009
S1 1.3005 1.3005

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

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