CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 1.3280 1.3356 0.0076 0.6% 1.3240
High 1.3364 1.3356 -0.0008 -0.1% 1.3300
Low 1.3280 1.3356 0.0076 0.6% 1.3200
Close 1.3364 1.3356 -0.0008 -0.1% 1.3285
Range 0.0084 0.0000 -0.0084 -100.0% 0.0100
ATR 0.0069 0.0064 -0.0004 -6.3% 0.0000
Volume 2 7 5 250.0% 17
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3356 1.3356 1.3356
R3 1.3356 1.3356 1.3356
R2 1.3356 1.3356 1.3356
R1 1.3356 1.3356 1.3356 1.3356
PP 1.3356 1.3356 1.3356 1.3356
S1 1.3356 1.3356 1.3356 1.3356
S2 1.3356 1.3356 1.3356
S3 1.3356 1.3356 1.3356
S4 1.3356 1.3356 1.3356
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% 95% False False 4
10 1.3364 1.3046 0.0318 2.4% 0.0023 0.2% 97% False False 5
20 1.3452 1.3046 0.0406 3.0% 0.0026 0.2% 76% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3356
2.618 1.3356
1.618 1.3356
1.000 1.3356
0.618 1.3356
HIGH 1.3356
0.618 1.3356
0.500 1.3356
0.382 1.3356
LOW 1.3356
0.618 1.3356
1.000 1.3356
1.618 1.3356
2.618 1.3356
4.250 1.3356
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 1.3356 1.3345
PP 1.3356 1.3333
S1 1.3356 1.3322

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

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