CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 1.3450 1.3330 -0.0120 -0.9% 1.3253
High 1.3450 1.3354 -0.0096 -0.7% 1.3500
Low 1.3354 1.3317 -0.0037 -0.3% 1.3233
Close 1.3354 1.3332 -0.0022 -0.2% 1.3477
Range 0.0096 0.0037 -0.0059 -61.5% 0.0267
ATR 0.0087 0.0084 -0.0004 -4.1% 0.0000
Volume 11 49 38 345.5% 104
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3445 1.3426 1.3352
R3 1.3408 1.3389 1.3342
R2 1.3371 1.3371 1.3339
R1 1.3352 1.3352 1.3335 1.3362
PP 1.3334 1.3334 1.3334 1.3339
S1 1.3315 1.3315 1.3329 1.3325
S2 1.3297 1.3297 1.3325
S3 1.3260 1.3278 1.3322
S4 1.3223 1.3241 1.3312
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 1.3317 0.0183 1.4% 0.0063 0.5% 8% False True 39
10 1.3500 1.3023 0.0477 3.6% 0.0065 0.5% 65% False False 29
20 1.3500 1.3023 0.0477 3.6% 0.0054 0.4% 65% False False 17
40 1.3500 1.2690 0.0810 6.1% 0.0041 0.3% 79% False False 11
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3511
2.618 1.3451
1.618 1.3414
1.000 1.3391
0.618 1.3377
HIGH 1.3354
0.618 1.3340
0.500 1.3336
0.382 1.3331
LOW 1.3317
0.618 1.3294
1.000 1.3280
1.618 1.3257
2.618 1.3220
4.250 1.3160
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 1.3336 1.3405
PP 1.3334 1.3381
S1 1.3333 1.3356

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

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