CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 1.3158 1.3282 0.0124 0.9% 1.3207
High 1.3299 1.3282 -0.0017 -0.1% 1.3299
Low 1.3143 1.3104 -0.0039 -0.3% 1.3104
Close 1.3280 1.3114 -0.0166 -1.3% 1.3114
Range 0.0156 0.0178 0.0022 14.1% 0.0195
ATR 0.0116 0.0121 0.0004 3.8% 0.0000
Volume 18,437 32,496 14,059 76.3% 76,694
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3701 1.3585 1.3212
R3 1.3523 1.3407 1.3163
R2 1.3345 1.3345 1.3147
R1 1.3229 1.3229 1.3130 1.3198
PP 1.3167 1.3167 1.3167 1.3151
S1 1.3051 1.3051 1.3098 1.3020
S2 1.2989 1.2989 1.3081
S3 1.2811 1.2873 1.3065
S4 1.2633 1.2695 1.3016
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3757 1.3631 1.3221
R3 1.3562 1.3436 1.3168
R2 1.3367 1.3367 1.3150
R1 1.3241 1.3241 1.3132 1.3207
PP 1.3172 1.3172 1.3172 1.3155
S1 1.3046 1.3046 1.3096 1.3012
S2 1.2977 1.2977 1.3078
S3 1.2782 1.2851 1.3060
S4 1.2587 1.2656 1.3007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3299 1.3104 0.0195 1.5% 0.0121 0.9% 5% False True 15,338
10 1.3492 1.3104 0.0388 3.0% 0.0117 0.9% 3% False True 9,707
20 1.3494 1.2987 0.0507 3.9% 0.0114 0.9% 25% False False 5,266
40 1.3494 1.2645 0.0849 6.5% 0.0124 0.9% 55% False False 2,817
60 1.3494 1.2645 0.0849 6.5% 0.0116 0.9% 55% False False 1,953
80 1.3762 1.2645 0.1117 8.5% 0.0108 0.8% 42% False False 1,474
100 1.4188 1.2645 0.1543 11.8% 0.0091 0.7% 30% False False 1,180
120 1.4188 1.2645 0.1543 11.8% 0.0077 0.6% 30% False False 984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.4039
2.618 1.3748
1.618 1.3570
1.000 1.3460
0.618 1.3392
HIGH 1.3282
0.618 1.3214
0.500 1.3193
0.382 1.3172
LOW 1.3104
0.618 1.2994
1.000 1.2926
1.618 1.2816
2.618 1.2638
4.250 1.2348
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 1.3193 1.3202
PP 1.3167 1.3172
S1 1.3140 1.3143

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

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