CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 1.3491 1.3429 -0.0062 -0.5% 1.3182
High 1.3491 1.3429 -0.0062 -0.5% 1.3491
Low 1.3491 1.3429 -0.0062 -0.5% 1.3182
Close 1.3491 1.3429 -0.0062 -0.5% 1.3491
Range
ATR 0.0058 0.0058 0.0000 0.5% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3429 1.3429 1.3429
R3 1.3429 1.3429 1.3429
R2 1.3429 1.3429 1.3429
R1 1.3429 1.3429 1.3429 1.3429
PP 1.3429 1.3429 1.3429 1.3429
S1 1.3429 1.3429 1.3429 1.3429
S2 1.3429 1.3429 1.3429
S3 1.3429 1.3429 1.3429
S4 1.3429 1.3429 1.3429
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.4315 1.4212 1.3661
R3 1.4006 1.3903 1.3576
R2 1.3697 1.3697 1.3548
R1 1.3594 1.3594 1.3519 1.3646
PP 1.3388 1.3388 1.3388 1.3414
S1 1.3285 1.3285 1.3463 1.3337
S2 1.3079 1.3079 1.3434
S3 1.2770 1.2976 1.3406
S4 1.2461 1.2667 1.3321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3491 1.3182 0.0309 2.3% 0.0036 0.3% 80% False False 2
10 1.3491 1.3091 0.0400 3.0% 0.0018 0.1% 85% False False 4
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3429
2.618 1.3429
1.618 1.3429
1.000 1.3429
0.618 1.3429
HIGH 1.3429
0.618 1.3429
0.500 1.3429
0.382 1.3429
LOW 1.3429
0.618 1.3429
1.000 1.3429
1.618 1.3429
2.618 1.3429
4.250 1.3429
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 1.3429 1.3413
PP 1.3429 1.3397
S1 1.3429 1.3381

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

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