CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 1.2948 1.2798 -0.0150 -1.2% 1.3047
High 1.2952 1.2820 -0.0132 -1.0% 1.3085
Low 1.2777 1.2703 -0.0074 -0.6% 1.2703
Close 1.2792 1.2729 -0.0063 -0.5% 1.2729
Range 0.0175 0.0117 -0.0058 -33.1% 0.0382
ATR 0.0134 0.0132 -0.0001 -0.9% 0.0000
Volume 262,153 226,296 -35,857 -13.7% 834,595
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3102 1.3032 1.2793
R3 1.2985 1.2915 1.2761
R2 1.2868 1.2868 1.2750
R1 1.2798 1.2798 1.2740 1.2775
PP 1.2751 1.2751 1.2751 1.2739
S1 1.2681 1.2681 1.2718 1.2658
S2 1.2634 1.2634 1.2708
S3 1.2517 1.2564 1.2697
S4 1.2400 1.2447 1.2665
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3985 1.3739 1.2939
R3 1.3603 1.3357 1.2834
R2 1.3221 1.3221 1.2799
R1 1.2975 1.2975 1.2764 1.2907
PP 1.2839 1.2839 1.2839 1.2805
S1 1.2593 1.2593 1.2694 1.2525
S2 1.2457 1.2457 1.2659
S3 1.2075 1.2211 1.2624
S4 1.1693 1.1829 1.2519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3085 1.2703 0.0382 3.0% 0.0122 1.0% 7% False True 189,412
10 1.3133 1.2703 0.0430 3.4% 0.0109 0.9% 6% False True 147,035
20 1.3468 1.2703 0.0765 6.0% 0.0127 1.0% 3% False True 139,395
40 1.3844 1.2703 0.1141 9.0% 0.0141 1.1% 2% False True 71,161
60 1.4231 1.2703 0.1528 12.0% 0.0151 1.2% 2% False True 47,671
80 1.4231 1.2703 0.1528 12.0% 0.0152 1.2% 2% False True 35,823
100 1.4472 1.2703 0.1769 13.9% 0.0139 1.1% 1% False True 28,665
120 1.4472 1.2703 0.1769 13.9% 0.0127 1.0% 1% False True 23,889
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3317
2.618 1.3126
1.618 1.3009
1.000 1.2937
0.618 1.2892
HIGH 1.2820
0.618 1.2775
0.500 1.2762
0.382 1.2748
LOW 1.2703
0.618 1.2631
1.000 1.2586
1.618 1.2514
2.618 1.2397
4.250 1.2206
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 1.2762 1.2883
PP 1.2751 1.2832
S1 1.2740 1.2780

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

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