CME Euro FX (E) Future December 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 1.3296 1.3256 -0.0040 -0.3% 1.3429
High 1.3296 1.3256 -0.0040 -0.3% 1.3484
Low 1.3236 1.3256 0.0020 0.2% 1.3236
Close 1.3236 1.3256 0.0020 0.2% 1.3236
Range 0.0060 0.0000 -0.0060 -100.0% 0.0248
ATR 0.0064 0.0061 -0.0003 -4.9% 0.0000
Volume 7 10 3 42.9% 50
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3256 1.3256 1.3256
R3 1.3256 1.3256 1.3256
R2 1.3256 1.3256 1.3256
R1 1.3256 1.3256 1.3256 1.3256
PP 1.3256 1.3256 1.3256 1.3256
S1 1.3256 1.3256 1.3256 1.3256
S2 1.3256 1.3256 1.3256
S3 1.3256 1.3256 1.3256
S4 1.3256 1.3256 1.3256
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.4063 1.3897 1.3372
R3 1.3815 1.3649 1.3304
R2 1.3567 1.3567 1.3281
R1 1.3401 1.3401 1.3259 1.3360
PP 1.3319 1.3319 1.3319 1.3298
S1 1.3153 1.3153 1.3213 1.3112
S2 1.3071 1.3071 1.3191
S3 1.2823 1.2905 1.3168
S4 1.2575 1.2657 1.3100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3484 1.3236 0.0248 1.9% 0.0034 0.3% 8% False False 11
10 1.3491 1.3182 0.0309 2.3% 0.0035 0.3% 24% False False 7
20 1.3491 1.3091 0.0400 3.0% 0.0022 0.2% 41% False False 6
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3256
2.618 1.3256
1.618 1.3256
1.000 1.3256
0.618 1.3256
HIGH 1.3256
0.618 1.3256
0.500 1.3256
0.382 1.3256
LOW 1.3256
0.618 1.3256
1.000 1.3256
1.618 1.3256
2.618 1.3256
4.250 1.3256
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 1.3256 1.3289
PP 1.3256 1.3278
S1 1.3256 1.3267

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

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