CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 1.3081 1.2954 -0.0127 -1.0% 1.3047
High 1.3095 1.2979 -0.0116 -0.9% 1.3224
Low 1.2924 1.2869 -0.0055 -0.4% 1.2993
Close 1.2953 1.2947 -0.0006 0.0% 1.3071
Range 0.0171 0.0110 -0.0061 -35.7% 0.0231
ATR 0.0133 0.0132 -0.0002 -1.3% 0.0000
Volume 166,275 135,846 -30,429 -18.3% 777,747
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3262 1.3214 1.3008
R3 1.3152 1.3104 1.2977
R2 1.3042 1.3042 1.2967
R1 1.2994 1.2994 1.2957 1.2963
PP 1.2932 1.2932 1.2932 1.2916
S1 1.2884 1.2884 1.2937 1.2853
S2 1.2822 1.2822 1.2927
S3 1.2712 1.2774 1.2917
S4 1.2602 1.2664 1.2887
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3789 1.3661 1.3198
R3 1.3558 1.3430 1.3135
R2 1.3327 1.3327 1.3113
R1 1.3199 1.3199 1.3092 1.3263
PP 1.3096 1.3096 1.3096 1.3128
S1 1.2968 1.2968 1.3050 1.3032
S2 1.2865 1.2865 1.3029
S3 1.2634 1.2737 1.3007
S4 1.2403 1.2506 1.2944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3133 1.2869 0.0264 2.0% 0.0096 0.7% 30% False True 104,658
10 1.3224 1.2869 0.0355 2.7% 0.0105 0.8% 22% False True 144,111
20 1.3550 1.2869 0.0681 5.3% 0.0125 1.0% 11% False True 93,848
40 1.3874 1.2869 0.1005 7.8% 0.0145 1.1% 8% False True 47,605
60 1.4231 1.2869 0.1362 10.5% 0.0156 1.2% 6% False True 31,939
80 1.4231 1.2869 0.1362 10.5% 0.0154 1.2% 6% False True 23,991
100 1.4472 1.2869 0.1603 12.4% 0.0137 1.1% 5% False True 19,195
120 1.4472 1.2869 0.1603 12.4% 0.0124 1.0% 5% False True 15,997
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3447
2.618 1.3267
1.618 1.3157
1.000 1.3089
0.618 1.3047
HIGH 1.2979
0.618 1.2937
0.500 1.2924
0.382 1.2911
LOW 1.2869
0.618 1.2801
1.000 1.2759
1.618 1.2691
2.618 1.2581
4.250 1.2402
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 1.2939 1.2983
PP 1.2932 1.2971
S1 1.2924 1.2959

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

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