CME Euro FX (E) Future December 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 1.3432 1.3321 -0.0111 -0.8% 1.3182
High 1.3452 1.3342 -0.0110 -0.8% 1.3491
Low 1.3364 1.3321 -0.0043 -0.3% 1.3182
Close 1.3364 1.3342 -0.0022 -0.2% 1.3491
Range 0.0088 0.0021 -0.0067 -76.1% 0.0309
ATR 0.0063 0.0061 -0.0001 -2.2% 0.0000
Volume 1 40 39 3,900.0% 11
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3398 1.3391 1.3354
R3 1.3377 1.3370 1.3348
R2 1.3356 1.3356 1.3346
R1 1.3349 1.3349 1.3344 1.3353
PP 1.3335 1.3335 1.3335 1.3337
S1 1.3328 1.3328 1.3340 1.3332
S2 1.3314 1.3314 1.3338
S3 1.3293 1.3307 1.3336
S4 1.3272 1.3286 1.3330
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 1.3321 0.0170 1.3% 0.0022 0.2% 12% False True 8
10 1.3491 1.3169 0.0322 2.4% 0.0029 0.2% 54% False False 6
20 1.3491 1.3091 0.0400 3.0% 0.0019 0.1% 63% False False 6
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3431
2.618 1.3397
1.618 1.3376
1.000 1.3363
0.618 1.3355
HIGH 1.3342
0.618 1.3334
0.500 1.3332
0.382 1.3329
LOW 1.3321
0.618 1.3308
1.000 1.3300
1.618 1.3287
2.618 1.3266
4.250 1.3232
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 1.3339 1.3403
PP 1.3335 1.3382
S1 1.3332 1.3362

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

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