CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 1.3354 1.3352 -0.0002 0.0% 1.3280
High 1.3355 1.3355 0.0000 0.0% 1.3364
Low 1.3354 1.3352 -0.0002 0.0% 1.3280
Close 1.3355 1.3355 0.0000 0.0% 1.3355
Range 0.0001 0.0003 0.0002 200.0% 0.0084
ATR 0.0061 0.0057 -0.0004 -6.8% 0.0000
Volume 9 2 -7 -77.8% 32
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3363 1.3362 1.3357
R3 1.3360 1.3359 1.3356
R2 1.3357 1.3357 1.3356
R1 1.3356 1.3356 1.3355 1.3357
PP 1.3354 1.3354 1.3354 1.3354
S1 1.3353 1.3353 1.3355 1.3354
S2 1.3351 1.3351 1.3354
S3 1.3348 1.3350 1.3354
S4 1.3345 1.3347 1.3353
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3585 1.3554 1.3401
R3 1.3501 1.3470 1.3378
R2 1.3417 1.3417 1.3370
R1 1.3386 1.3386 1.3363 1.3402
PP 1.3333 1.3333 1.3333 1.3341
S1 1.3302 1.3302 1.3347 1.3318
S2 1.3249 1.3249 1.3340
S3 1.3165 1.3218 1.3332
S4 1.3081 1.3134 1.3309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3356 1.3290 0.0066 0.5% 0.0011 0.1% 98% False False 6
10 1.3364 1.3200 0.0164 1.2% 0.0023 0.2% 95% False False 4
20 1.3364 1.3046 0.0318 2.4% 0.0020 0.2% 97% False False 5
40 1.3491 1.3046 0.0445 3.3% 0.0021 0.2% 69% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3368
2.618 1.3363
1.618 1.3360
1.000 1.3358
0.618 1.3357
HIGH 1.3355
0.618 1.3354
0.500 1.3354
0.382 1.3353
LOW 1.3352
0.618 1.3350
1.000 1.3349
1.618 1.3347
2.618 1.3344
4.250 1.3339
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 1.3355 1.3344
PP 1.3354 1.3333
S1 1.3354 1.3323

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

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