CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 1.2884 1.2924 0.0040 0.3% 1.2988
High 1.2940 1.2971 0.0031 0.2% 1.2991
Low 1.2839 1.2849 0.0010 0.1% 1.2839
Close 1.2927 1.2862 -0.0065 -0.5% 1.2862
Range 0.0101 0.0122 0.0021 20.8% 0.0152
ATR 0.0106 0.0107 0.0001 1.1% 0.0000
Volume 288,116 305,925 17,809 6.2% 1,304,346
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3260 1.3183 1.2929
R3 1.3138 1.3061 1.2896
R2 1.3016 1.3016 1.2884
R1 1.2939 1.2939 1.2873 1.2917
PP 1.2894 1.2894 1.2894 1.2883
S1 1.2817 1.2817 1.2851 1.2795
S2 1.2772 1.2772 1.2840
S3 1.2650 1.2695 1.2828
S4 1.2528 1.2573 1.2795
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3353 1.3260 1.2946
R3 1.3201 1.3108 1.2904
R2 1.3049 1.3049 1.2890
R1 1.2956 1.2956 1.2876 1.2927
PP 1.2897 1.2897 1.2897 1.2883
S1 1.2804 1.2804 1.2848 1.2775
S2 1.2745 1.2745 1.2834
S3 1.2593 1.2652 1.2820
S4 1.2441 1.2500 1.2778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2991 1.2839 0.0152 1.2% 0.0098 0.8% 15% False False 260,869
10 1.3183 1.2839 0.0344 2.7% 0.0099 0.8% 7% False False 259,110
20 1.3183 1.2512 0.0671 5.2% 0.0113 0.9% 52% False False 167,706
40 1.3183 1.2191 0.0992 7.7% 0.0101 0.8% 68% False False 84,278
60 1.3183 1.2069 0.1114 8.7% 0.0104 0.8% 71% False False 56,379
80 1.3183 1.2069 0.1114 8.7% 0.0105 0.8% 71% False False 42,317
100 1.3183 1.2069 0.1114 8.7% 0.0100 0.8% 71% False False 33,869
120 1.3300 1.2069 0.1231 9.6% 0.0088 0.7% 64% False False 28,226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3490
2.618 1.3290
1.618 1.3168
1.000 1.3093
0.618 1.3046
HIGH 1.2971
0.618 1.2924
0.500 1.2910
0.382 1.2896
LOW 1.2849
0.618 1.2774
1.000 1.2727
1.618 1.2652
2.618 1.2530
4.250 1.2331
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 1.2910 1.2905
PP 1.2894 1.2891
S1 1.2878 1.2876

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

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