CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 1.3175 1.3075 -0.0100 -0.8% 1.3280
High 1.3175 1.3098 -0.0077 -0.6% 1.3364
Low 1.3147 1.3075 -0.0072 -0.5% 1.3280
Close 1.3159 1.3090 -0.0069 -0.5% 1.3355
Range 0.0028 0.0023 -0.0005 -17.9% 0.0084
ATR 0.0063 0.0065 0.0001 2.3% 0.0000
Volume 10 4 -6 -60.0% 32
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3157 1.3146 1.3103
R3 1.3134 1.3123 1.3096
R2 1.3111 1.3111 1.3094
R1 1.3100 1.3100 1.3092 1.3106
PP 1.3088 1.3088 1.3088 1.3090
S1 1.3077 1.3077 1.3088 1.3083
S2 1.3065 1.3065 1.3086
S3 1.3042 1.3054 1.3084
S4 1.3019 1.3031 1.3077
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 1.3075 0.0280 2.1% 0.0011 0.1% 5% False True 8
10 1.3364 1.3075 0.0289 2.2% 0.0020 0.2% 5% False True 7
20 1.3364 1.3046 0.0318 2.4% 0.0018 0.1% 14% False False 6
40 1.3491 1.3046 0.0445 3.4% 0.0020 0.2% 10% False False 6
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3196
2.618 1.3158
1.618 1.3135
1.000 1.3121
0.618 1.3112
HIGH 1.3098
0.618 1.3089
0.500 1.3087
0.382 1.3084
LOW 1.3075
0.618 1.3061
1.000 1.3052
1.618 1.3038
2.618 1.3015
4.250 1.2977
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 1.3089 1.3156
PP 1.3088 1.3134
S1 1.3087 1.3112

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

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