CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 1.3237 1.3175 -0.0062 -0.5% 1.3280
High 1.3237 1.3175 -0.0062 -0.5% 1.3364
Low 1.3237 1.3147 -0.0090 -0.7% 1.3280
Close 1.3237 1.3159 -0.0078 -0.6% 1.3355
Range 0.0000 0.0028 0.0028 0.0084
ATR 0.0061 0.0063 0.0002 3.3% 0.0000
Volume 18 10 -8 -44.4% 32
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3244 1.3230 1.3174
R3 1.3216 1.3202 1.3167
R2 1.3188 1.3188 1.3164
R1 1.3174 1.3174 1.3162 1.3167
PP 1.3160 1.3160 1.3160 1.3157
S1 1.3146 1.3146 1.3156 1.3139
S2 1.3132 1.3132 1.3154
S3 1.3104 1.3118 1.3151
S4 1.3076 1.3090 1.3144
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 1.3355 1.3147 0.0208 1.6% 0.0010 0.1% 6% False True 8
10 1.3364 1.3147 0.0217 1.6% 0.0019 0.1% 6% False True 7
20 1.3364 1.3046 0.0318 2.4% 0.0017 0.1% 36% False False 6
40 1.3491 1.3046 0.0445 3.4% 0.0020 0.1% 25% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3294
2.618 1.3248
1.618 1.3220
1.000 1.3203
0.618 1.3192
HIGH 1.3175
0.618 1.3164
0.500 1.3161
0.382 1.3158
LOW 1.3147
0.618 1.3130
1.000 1.3119
1.618 1.3102
2.618 1.3074
4.250 1.3028
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 1.3161 1.3251
PP 1.3160 1.3220
S1 1.3160 1.3190

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

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