CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 1.3059 1.2948 -0.0111 -0.8% 1.3089
High 1.3063 1.2952 -0.0111 -0.8% 1.3097
Low 1.2904 1.2777 -0.0127 -1.0% 1.2869
Close 1.2944 1.2792 -0.0152 -1.2% 1.2968
Range 0.0159 0.0175 0.0016 10.1% 0.0228
ATR 0.0130 0.0134 0.0003 2.4% 0.0000
Volume 214,044 262,153 48,109 22.5% 414,586
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3365 1.3254 1.2888
R3 1.3190 1.3079 1.2840
R2 1.3015 1.3015 1.2824
R1 1.2904 1.2904 1.2808 1.2872
PP 1.2840 1.2840 1.2840 1.2825
S1 1.2729 1.2729 1.2776 1.2697
S2 1.2665 1.2665 1.2760
S3 1.2490 1.2554 1.2744
S4 1.2315 1.2379 1.2696
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3662 1.3543 1.3093
R3 1.3434 1.3315 1.3031
R2 1.3206 1.3206 1.3010
R1 1.3087 1.3087 1.2989 1.3033
PP 1.2978 1.2978 1.2978 1.2951
S1 1.2859 1.2859 1.2947 1.2805
S2 1.2750 1.2750 1.2926
S3 1.2522 1.2631 1.2905
S4 1.2294 1.2403 1.2843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3085 1.2777 0.0308 2.4% 0.0120 0.9% 5% False True 171,322
10 1.3224 1.2777 0.0447 3.5% 0.0116 0.9% 3% False True 146,971
20 1.3468 1.2777 0.0691 5.4% 0.0126 1.0% 2% False True 128,629
40 1.3845 1.2777 0.1068 8.3% 0.0141 1.1% 1% False True 65,511
60 1.4231 1.2777 0.1454 11.4% 0.0151 1.2% 1% False True 43,905
80 1.4231 1.2777 0.1454 11.4% 0.0152 1.2% 1% False True 32,995
100 1.4472 1.2777 0.1695 13.3% 0.0139 1.1% 1% False True 26,402
120 1.4472 1.2777 0.1695 13.3% 0.0126 1.0% 1% False True 22,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3696
2.618 1.3410
1.618 1.3235
1.000 1.3127
0.618 1.3060
HIGH 1.2952
0.618 1.2885
0.500 1.2865
0.382 1.2844
LOW 1.2777
0.618 1.2669
1.000 1.2602
1.618 1.2494
2.618 1.2319
4.250 1.2033
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 1.2865 1.2931
PP 1.2840 1.2885
S1 1.2816 1.2838

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

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