CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 1.2939 1.2963 0.0024 0.2% 1.3033
High 1.3000 1.2987 -0.0013 -0.1% 1.3034
Low 1.2930 1.2898 -0.0032 -0.2% 1.2833
Close 1.2965 1.2949 -0.0016 -0.1% 1.2965
Range 0.0070 0.0089 0.0019 27.1% 0.0201
ATR 0.0103 0.0102 -0.0001 -1.0% 0.0000
Volume 199,900 194,490 -5,410 -2.7% 1,111,885
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3212 1.3169 1.2998
R3 1.3123 1.3080 1.2973
R2 1.3034 1.3034 1.2965
R1 1.2991 1.2991 1.2957 1.2968
PP 1.2945 1.2945 1.2945 1.2933
S1 1.2902 1.2902 1.2941 1.2879
S2 1.2856 1.2856 1.2933
S3 1.2767 1.2813 1.2925
S4 1.2678 1.2724 1.2900
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3547 1.3457 1.3076
R3 1.3346 1.3256 1.3020
R2 1.3145 1.3145 1.3002
R1 1.3055 1.3055 1.2983 1.3000
PP 1.2944 1.2944 1.2944 1.2916
S1 1.2854 1.2854 1.2947 1.2799
S2 1.2743 1.2743 1.2928
S3 1.2542 1.2653 1.2910
S4 1.2341 1.2452 1.2854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3000 1.2833 0.0167 1.3% 0.0100 0.8% 69% False False 228,810
10 1.3080 1.2833 0.0247 1.9% 0.0095 0.7% 47% False False 232,336
20 1.3130 1.2813 0.0317 2.4% 0.0099 0.8% 43% False False 248,050
40 1.3183 1.2320 0.0863 6.7% 0.0102 0.8% 73% False False 149,223
60 1.3183 1.2069 0.1114 8.6% 0.0104 0.8% 79% False False 99,717
80 1.3183 1.2069 0.1114 8.6% 0.0104 0.8% 79% False False 74,869
100 1.3183 1.2069 0.1114 8.6% 0.0103 0.8% 79% False False 59,917
120 1.3300 1.2069 0.1231 9.5% 0.0095 0.7% 71% False False 49,937
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3365
2.618 1.3220
1.618 1.3131
1.000 1.3076
0.618 1.3042
HIGH 1.2987
0.618 1.2953
0.500 1.2943
0.382 1.2932
LOW 1.2898
0.618 1.2843
1.000 1.2809
1.618 1.2754
2.618 1.2665
4.250 1.2520
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 1.2947 1.2938
PP 1.2945 1.2927
S1 1.2943 1.2917

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

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