CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 1.3379 1.3470 0.0091 0.7% 1.3208
High 1.3494 1.3480 -0.0014 -0.1% 1.3494
Low 1.3366 1.3375 0.0009 0.1% 1.3195
Close 1.3467 1.3405 -0.0062 -0.5% 1.3467
Range 0.0128 0.0105 -0.0023 -18.0% 0.0299
ATR 0.0122 0.0121 -0.0001 -1.0% 0.0000
Volume 1,409 2,025 616 43.7% 3,846
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3735 1.3675 1.3463
R3 1.3630 1.3570 1.3434
R2 1.3525 1.3525 1.3424
R1 1.3465 1.3465 1.3415 1.3443
PP 1.3420 1.3420 1.3420 1.3409
S1 1.3360 1.3360 1.3395 1.3338
S2 1.3315 1.3315 1.3386
S3 1.3210 1.3255 1.3376
S4 1.3105 1.3150 1.3347
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.4282 1.4174 1.3631
R3 1.3983 1.3875 1.3549
R2 1.3684 1.3684 1.3522
R1 1.3576 1.3576 1.3494 1.3630
PP 1.3385 1.3385 1.3385 1.3413
S1 1.3277 1.3277 1.3440 1.3331
S2 1.3086 1.3086 1.3412
S3 1.2787 1.2978 1.3385
S4 1.2488 1.2679 1.3303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3494 1.3195 0.0299 2.2% 0.0104 0.8% 70% False False 1,174
10 1.3494 1.2987 0.0507 3.8% 0.0109 0.8% 82% False False 1,005
20 1.3494 1.2987 0.0507 3.8% 0.0116 0.9% 82% False False 692
40 1.3494 1.2645 0.0849 6.3% 0.0120 0.9% 90% False False 519
60 1.3555 1.2645 0.0910 6.8% 0.0111 0.8% 84% False False 379
80 1.3843 1.2645 0.1198 8.9% 0.0101 0.8% 63% False False 287
100 1.4188 1.2645 0.1543 11.5% 0.0081 0.6% 49% False False 230
120 1.4188 1.2645 0.1543 11.5% 0.0068 0.5% 49% False False 192
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3926
2.618 1.3755
1.618 1.3650
1.000 1.3585
0.618 1.3545
HIGH 1.3480
0.618 1.3440
0.500 1.3428
0.382 1.3415
LOW 1.3375
0.618 1.3310
1.000 1.3270
1.618 1.3205
2.618 1.3100
4.250 1.2929
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 1.3428 1.3392
PP 1.3420 1.3380
S1 1.3413 1.3367

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

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