CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 1.3300 1.3280 -0.0020 -0.2% 1.3240
High 1.3300 1.3364 0.0064 0.5% 1.3300
Low 1.3285 1.3280 -0.0005 0.0% 1.3200
Close 1.3285 1.3364 0.0079 0.6% 1.3285
Range 0.0015 0.0084 0.0069 460.0% 0.0100
ATR 0.0067 0.0069 0.0001 1.8% 0.0000
Volume 8 2 -6 -75.0% 17
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3588 1.3560 1.3410
R3 1.3504 1.3476 1.3387
R2 1.3420 1.3420 1.3379
R1 1.3392 1.3392 1.3372 1.3406
PP 1.3336 1.3336 1.3336 1.3343
S1 1.3308 1.3308 1.3356 1.3322
S2 1.3252 1.3252 1.3349
S3 1.3168 1.3224 1.3341
S4 1.3084 1.3140 1.3318
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3562 1.3523 1.3340
R3 1.3462 1.3423 1.3313
R2 1.3362 1.3362 1.3303
R1 1.3323 1.3323 1.3294 1.3343
PP 1.3262 1.3262 1.3262 1.3271
S1 1.3223 1.3223 1.3276 1.3243
S2 1.3162 1.3162 1.3267
S3 1.3062 1.3123 1.3258
S4 1.2962 1.3023 1.3230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3364 1.3200 0.0164 1.2% 0.0035 0.3% 100% True False 2
10 1.3364 1.3046 0.0318 2.4% 0.0025 0.2% 100% True False 5
20 1.3484 1.3046 0.0438 3.3% 0.0026 0.2% 73% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.3721
2.618 1.3584
1.618 1.3500
1.000 1.3448
0.618 1.3416
HIGH 1.3364
0.618 1.3332
0.500 1.3322
0.382 1.3312
LOW 1.3280
0.618 1.3228
1.000 1.3196
1.618 1.3144
2.618 1.3060
4.250 1.2923
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 1.3350 1.3337
PP 1.3336 1.3309
S1 1.3322 1.3282

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

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