CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 1.3031 1.3047 0.0016 0.1% 1.3370
High 1.3096 1.3055 -0.0041 -0.3% 1.3386
Low 1.3006 1.2993 -0.0013 -0.1% 1.2965
Close 1.3037 1.3026 -0.0011 -0.1% 1.3037
Range 0.0090 0.0062 -0.0028 -31.1% 0.0421
ATR 0.0151 0.0144 -0.0006 -4.2% 0.0000
Volume 222,241 142,251 -79,990 -36.0% 701,356
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3211 1.3180 1.3060
R3 1.3149 1.3118 1.3043
R2 1.3087 1.3087 1.3037
R1 1.3056 1.3056 1.3032 1.3041
PP 1.3025 1.3025 1.3025 1.3017
S1 1.2994 1.2994 1.3020 1.2979
S2 1.2963 1.2963 1.3015
S3 1.2901 1.2932 1.3009
S4 1.2839 1.2870 1.2992
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.4392 1.4136 1.3269
R3 1.3971 1.3715 1.3153
R2 1.3550 1.3550 1.3114
R1 1.3294 1.3294 1.3076 1.3212
PP 1.3129 1.3129 1.3129 1.3088
S1 1.2873 1.2873 1.2998 1.2791
S2 1.2708 1.2708 1.2960
S3 1.2287 1.2452 1.2921
S4 1.1866 1.2031 1.2805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3254 1.2965 0.0289 2.2% 0.0118 0.9% 21% False False 154,559
10 1.3468 1.2965 0.0503 3.9% 0.0132 1.0% 12% False False 91,863
20 1.3576 1.2965 0.0611 4.7% 0.0141 1.1% 10% False False 47,669
40 1.4231 1.2965 0.1266 9.7% 0.0158 1.2% 5% False False 24,287
60 1.4231 1.2965 0.1266 9.7% 0.0161 1.2% 5% False False 16,338
80 1.4472 1.2965 0.1507 11.6% 0.0150 1.2% 4% False False 12,272
100 1.4472 1.2965 0.1507 11.6% 0.0136 1.0% 4% False False 9,820
120 1.4472 1.2965 0.1507 11.6% 0.0119 0.9% 4% False False 8,184
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.3319
2.618 1.3217
1.618 1.3155
1.000 1.3117
0.618 1.3093
HIGH 1.3055
0.618 1.3031
0.500 1.3024
0.382 1.3017
LOW 1.2993
0.618 1.2955
1.000 1.2931
1.618 1.2893
2.618 1.2831
4.250 1.2730
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 1.3025 1.3036
PP 1.3025 1.3033
S1 1.3024 1.3029

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

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