CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 1.3121 1.3046 -0.0075 -0.6% 1.3256
High 1.3121 1.3046 -0.0075 -0.6% 1.3298
Low 1.3092 1.3046 -0.0046 -0.4% 1.3131
Close 1.3100 1.3046 -0.0054 -0.4% 1.3134
Range 0.0029 0.0000 -0.0029 -100.0% 0.0167
ATR 0.0074 0.0072 -0.0001 -1.9% 0.0000
Volume 6 10 4 66.7% 17
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3046 1.3046 1.3046
R3 1.3046 1.3046 1.3046
R2 1.3046 1.3046 1.3046
R1 1.3046 1.3046 1.3046 1.3046
PP 1.3046 1.3046 1.3046 1.3046
S1 1.3046 1.3046 1.3046 1.3046
S2 1.3046 1.3046 1.3046
S3 1.3046 1.3046 1.3046
S4 1.3046 1.3046 1.3046
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 1.3046 0.0252 1.9% 0.0006 0.0% 0% False True 5
10 1.3342 1.3046 0.0296 2.3% 0.0021 0.2% 0% False True 8
20 1.3491 1.3046 0.0445 3.4% 0.0024 0.2% 0% False True 5
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3046
2.618 1.3046
1.618 1.3046
1.000 1.3046
0.618 1.3046
HIGH 1.3046
0.618 1.3046
0.500 1.3046
0.382 1.3046
LOW 1.3046
0.618 1.3046
1.000 1.3046
1.618 1.3046
2.618 1.3046
4.250 1.3046
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 1.3046 1.3111
PP 1.3046 1.3089
S1 1.3046 1.3068

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

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