CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 1.3184 1.3081 -0.0103 -0.8% 1.3210
High 1.3184 1.3081 -0.0103 -0.8% 1.3292
Low 1.3074 1.3032 -0.0042 -0.3% 1.3115
Close 1.3089 1.3037 -0.0052 -0.4% 1.3124
Range 0.0110 0.0049 -0.0061 -55.5% 0.0177
ATR 0.0090 0.0087 -0.0002 -2.6% 0.0000
Volume 15 96 81 540.0% 113
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3197 1.3166 1.3064
R3 1.3148 1.3117 1.3050
R2 1.3099 1.3099 1.3046
R1 1.3068 1.3068 1.3041 1.3059
PP 1.3050 1.3050 1.3050 1.3046
S1 1.3019 1.3019 1.3033 1.3010
S2 1.3001 1.3001 1.3028
S3 1.2952 1.2970 1.3024
S4 1.2903 1.2921 1.3010
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3708 1.3593 1.3221
R3 1.3531 1.3416 1.3173
R2 1.3354 1.3354 1.3156
R1 1.3239 1.3239 1.3140 1.3208
PP 1.3177 1.3177 1.3177 1.3162
S1 1.3062 1.3062 1.3108 1.3031
S2 1.3000 1.3000 1.3092
S3 1.2823 1.2885 1.3075
S4 1.2646 1.2708 1.3027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3292 1.3032 0.0260 2.0% 0.0087 0.7% 2% False True 36
10 1.3354 1.3032 0.0322 2.5% 0.0066 0.5% 2% False True 31
20 1.3500 1.3023 0.0477 3.7% 0.0070 0.5% 3% False False 28
40 1.3500 1.2813 0.0687 5.3% 0.0054 0.4% 33% False False 17
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3289
2.618 1.3209
1.618 1.3160
1.000 1.3130
0.618 1.3111
HIGH 1.3081
0.618 1.3062
0.500 1.3057
0.382 1.3051
LOW 1.3032
0.618 1.3002
1.000 1.2983
1.618 1.2953
2.618 1.2904
4.250 1.2824
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 1.3057 1.3108
PP 1.3050 1.3084
S1 1.3044 1.3061

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

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