CME Euro FX (E) Future December 2012

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	1.3321	1.3296	-0.0025	-0.2%	1.3429
High	1.3342	1.3296	-0.0046	-0.3%	1.3484
Low	1.3321	1.3236	-0.0085	-0.6%	1.3236
Close	1.3342	1.3236	-0.0106	-0.8%	1.3236
Range	0.0021	0.0060	0.0039	185.7%	0.0248
ATR	0.0061	0.0064	0.0003	5.2%	0.0000
Volume	40	7	-33	-82.5%	50

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3436	1.3396	1.3269
R3	1.3376	1.3336	1.3253
R2	1.3316	1.3316	1.3247
R1	1.3276	1.3276	1.3242	1.3266
PP	1.3256	1.3256	1.3256	1.3251
S1	1.3216	1.3216	1.3231	1.3206
S2	1.3196	1.3196	1.3225
S3	1.3136	1.3156	1.3220
S4	1.3076	1.3096	1.3203

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.4063	1.3897	1.3372
R3	1.3815	1.3649	1.3304
R2	1.3567	1.3567	1.3281
R1	1.3401	1.3401	1.3259	1.3360
PP	1.3319	1.3319	1.3319	1.3298
S1	1.3153	1.3153	1.3213	1.3112
S2	1.3071	1.3071	1.3191
S3	1.2823	1.2905	1.3168
S4	1.2575	1.2657	1.3100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3484	1.3236	0.0248	1.9%	0.0034	0.3%	0%	False	True	10
10	1.3491	1.3182	0.0309	2.3%	0.0035	0.3%	17%	False	False	6
20	1.3491	1.3091	0.0400	3.0%	0.0022	0.2%	36%	False	False	6

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3551
2.618	1.3453
1.618	1.3393
1.000	1.3356
0.618	1.3333
HIGH	1.3296
0.618	1.3273
0.500	1.3266
0.382	1.3259
LOW	1.3236
0.618	1.3199
1.000	1.3176
1.618	1.3139
2.618	1.3079
4.250	1.2981

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	1.3266	1.3344
PP	1.3256	1.3308
S1	1.3246	1.3272

Download as Excel Spreadsheet

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

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