CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 1.3134 1.3176 0.0042 0.3% 1.3256
High 1.3134 1.3176 0.0042 0.3% 1.3298
Low 1.3134 1.3176 0.0042 0.3% 1.3131
Close 1.3134 1.3176 0.0042 0.3% 1.3134
Range
ATR 0.0075 0.0073 -0.0002 -3.2% 0.0000
Volume 4 6 2 50.0% 17
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3176 1.3176 1.3176
R3 1.3176 1.3176 1.3176
R2 1.3176 1.3176 1.3176
R1 1.3176 1.3176 1.3176 1.3176
PP 1.3176 1.3176 1.3176 1.3176
S1 1.3176 1.3176 1.3176 1.3176
S2 1.3176 1.3176 1.3176
S3 1.3176 1.3176 1.3176
S4 1.3176 1.3176 1.3176
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3689 1.3578 1.3226
R3 1.3522 1.3411 1.3180
R2 1.3355 1.3355 1.3165
R1 1.3244 1.3244 1.3149 1.3216
PP 1.3188 1.3188 1.3188 1.3174
S1 1.3077 1.3077 1.3119 1.3049
S2 1.3021 1.3021 1.3103
S3 1.2854 1.2910 1.3088
S4 1.2687 1.2743 1.3042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3298 1.3131 0.0167 1.3% 0.0019 0.1% 27% False False 2
10 1.3484 1.3131 0.0353 2.7% 0.0027 0.2% 13% False False 7
20 1.3491 1.3091 0.0400 3.0% 0.0022 0.2% 21% False False 5
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.3176
2.618 1.3176
1.618 1.3176
1.000 1.3176
0.618 1.3176
HIGH 1.3176
0.618 1.3176
0.500 1.3176
0.382 1.3176
LOW 1.3176
0.618 1.3176
1.000 1.3176
1.618 1.3176
2.618 1.3176
4.250 1.3176
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1.3176 1.3216
PP 1.3176 1.3203
S1 1.3176 1.3189

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

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