CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 1.3283 1.3210 -0.0073 -0.5% 1.3430
High 1.3283 1.3244 -0.0039 -0.3% 1.3493
Low 1.3216 1.3210 -0.0006 0.0% 1.3216
Close 1.3225 1.3244 0.0019 0.1% 1.3225
Range 0.0067 0.0034 -0.0033 -49.3% 0.0277
ATR 0.0086 0.0082 -0.0004 -4.3% 0.0000
Volume 11 23 12 109.1% 134
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3335 1.3323 1.3263
R3 1.3301 1.3289 1.3253
R2 1.3267 1.3267 1.3250
R1 1.3255 1.3255 1.3247 1.3261
PP 1.3233 1.3233 1.3233 1.3236
S1 1.3221 1.3221 1.3241 1.3227
S2 1.3199 1.3199 1.3238
S3 1.3165 1.3187 1.3235
S4 1.3131 1.3153 1.3225
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.4142 1.3961 1.3377
R3 1.3865 1.3684 1.3301
R2 1.3588 1.3588 1.3276
R1 1.3407 1.3407 1.3250 1.3359
PP 1.3311 1.3311 1.3311 1.3288
S1 1.3130 1.3130 1.3200 1.3082
S2 1.3034 1.3034 1.3174
S3 1.2757 1.2853 1.3149
S4 1.2480 1.2576 1.3073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3493 1.3210 0.0283 2.1% 0.0062 0.5% 12% False True 26
10 1.3500 1.3210 0.0290 2.2% 0.0056 0.4% 12% False True 26
20 1.3500 1.3023 0.0477 3.6% 0.0058 0.4% 46% False False 18
40 1.3500 1.2690 0.0810 6.1% 0.0043 0.3% 68% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3389
2.618 1.3333
1.618 1.3299
1.000 1.3278
0.618 1.3265
HIGH 1.3244
0.618 1.3231
0.500 1.3227
0.382 1.3223
LOW 1.3210
0.618 1.3189
1.000 1.3176
1.618 1.3155
2.618 1.3121
4.250 1.3066
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 1.3238 1.3282
PP 1.3233 1.3269
S1 1.3227 1.3257

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

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