CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 1.3306 1.3428 0.0122 0.9% 1.3253
High 1.3360 1.3500 0.0140 1.0% 1.3500
Low 1.3306 1.3428 0.0122 0.9% 1.3233
Close 1.3353 1.3477 0.0124 0.9% 1.3477
Range 0.0054 0.0072 0.0018 33.3% 0.0267
ATR 0.0081 0.0086 0.0005 5.8% 0.0000
Volume 4 75 71 1,775.0% 104
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3684 1.3653 1.3517
R3 1.3612 1.3581 1.3497
R2 1.3540 1.3540 1.3490
R1 1.3509 1.3509 1.3484 1.3525
PP 1.3468 1.3468 1.3468 1.3476
S1 1.3437 1.3437 1.3470 1.3453
S2 1.3396 1.3396 1.3464
S3 1.3324 1.3365 1.3457
S4 1.3252 1.3293 1.3437
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.4204 1.4108 1.3624
R3 1.3937 1.3841 1.3550
R2 1.3670 1.3670 1.3526
R1 1.3574 1.3574 1.3501 1.3622
PP 1.3403 1.3403 1.3403 1.3428
S1 1.3307 1.3307 1.3453 1.3355
S2 1.3136 1.3136 1.3428
S3 1.2869 1.3040 1.3404
S4 1.2602 1.2773 1.3330
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3500 1.3144 0.0356 2.6% 0.0054 0.4% 94% True False 32
10 1.3500 1.3023 0.0477 3.5% 0.0061 0.5% 95% True False 19
20 1.3500 1.3023 0.0477 3.5% 0.0052 0.4% 95% True False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3806
2.618 1.3688
1.618 1.3616
1.000 1.3572
0.618 1.3544
HIGH 1.3500
0.618 1.3472
0.500 1.3464
0.382 1.3456
LOW 1.3428
0.618 1.3384
1.000 1.3356
1.618 1.3312
2.618 1.3240
4.250 1.3122
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 1.3473 1.3442
PP 1.3468 1.3408
S1 1.3464 1.3373

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

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