CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 1.3179 1.3254 0.0075 0.6% 1.3164
High 1.3275 1.3260 -0.0015 -0.1% 1.3194
Low 1.3170 1.3210 0.0040 0.3% 1.3032
Close 1.3254 1.3245 -0.0009 -0.1% 1.3188
Range 0.0105 0.0050 -0.0055 -52.4% 0.0162
ATR 0.0092 0.0089 -0.0003 -3.3% 0.0000
Volume 313 43 -270 -86.3% 209
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3388 1.3367 1.3273
R3 1.3338 1.3317 1.3259
R2 1.3288 1.3288 1.3254
R1 1.3267 1.3267 1.3250 1.3253
PP 1.3238 1.3238 1.3238 1.3231
S1 1.3217 1.3217 1.3240 1.3203
S2 1.3188 1.3188 1.3236
S3 1.3138 1.3167 1.3231
S4 1.3088 1.3117 1.3218
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3624 1.3568 1.3277
R3 1.3462 1.3406 1.3233
R2 1.3300 1.3300 1.3218
R1 1.3244 1.3244 1.3203 1.3272
PP 1.3138 1.3138 1.3138 1.3152
S1 1.3082 1.3082 1.3173 1.3110
S2 1.2976 1.2976 1.3158
S3 1.2814 1.2920 1.3143
S4 1.2652 1.2758 1.3099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3275 1.3032 0.0243 1.8% 0.0084 0.6% 88% False False 104
10 1.3292 1.3032 0.0260 2.0% 0.0081 0.6% 82% False False 64
20 1.3500 1.3032 0.0468 3.5% 0.0069 0.5% 46% False False 45
40 1.3500 1.2982 0.0518 3.9% 0.0062 0.5% 51% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3473
2.618 1.3391
1.618 1.3341
1.000 1.3310
0.618 1.3291
HIGH 1.3260
0.618 1.3241
0.500 1.3235
0.382 1.3229
LOW 1.3210
0.618 1.3179
1.000 1.3160
1.618 1.3129
2.618 1.3079
4.250 1.2998
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 1.3242 1.3220
PP 1.3238 1.3194
S1 1.3235 1.3169

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

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