CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 1.3084 1.3185 0.0101 0.8% 1.3124
High 1.3195 1.3272 0.0077 0.6% 1.3199
Low 1.3055 1.3148 0.0093 0.7% 1.3009
Close 1.3179 1.3245 0.0066 0.5% 1.3179
Range 0.0140 0.0124 -0.0016 -11.4% 0.0190
ATR 0.0119 0.0119 0.0000 0.3% 0.0000
Volume 249,573 219,186 -30,387 -12.2% 643,075
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3594 1.3543 1.3313
R3 1.3470 1.3419 1.3279
R2 1.3346 1.3346 1.3268
R1 1.3295 1.3295 1.3256 1.3321
PP 1.3222 1.3222 1.3222 1.3234
S1 1.3171 1.3171 1.3234 1.3197
S2 1.3098 1.3098 1.3222
S3 1.2974 1.3047 1.3211
S4 1.2850 1.2923 1.3177
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3699 1.3629 1.3284
R3 1.3509 1.3439 1.3231
R2 1.3319 1.3319 1.3214
R1 1.3249 1.3249 1.3196 1.3284
PP 1.3129 1.3129 1.3129 1.3147
S1 1.3059 1.3059 1.3162 1.3094
S2 1.2939 1.2939 1.3144
S3 1.2749 1.2869 1.3127
S4 1.2559 1.2679 1.3075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3272 1.3009 0.0263 2.0% 0.0120 0.9% 90% True False 164,740
10 1.3299 1.3009 0.0290 2.2% 0.0121 0.9% 81% False False 93,431
20 1.3494 1.3009 0.0485 3.7% 0.0113 0.9% 49% False False 48,158
40 1.3494 1.2902 0.0592 4.5% 0.0119 0.9% 58% False False 24,316
60 1.3494 1.2645 0.0849 6.4% 0.0117 0.9% 71% False False 16,309
80 1.3555 1.2645 0.0910 6.9% 0.0110 0.8% 66% False False 12,251
100 1.4188 1.2645 0.1543 11.6% 0.0098 0.7% 39% False False 9,803
120 1.4188 1.2645 0.1543 11.6% 0.0082 0.6% 39% False False 8,170
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3799
2.618 1.3597
1.618 1.3473
1.000 1.3396
0.618 1.3349
HIGH 1.3272
0.618 1.3225
0.500 1.3210
0.382 1.3195
LOW 1.3148
0.618 1.3071
1.000 1.3024
1.618 1.2947
2.618 1.2823
4.250 1.2621
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 1.3233 1.3210
PP 1.3222 1.3175
S1 1.3210 1.3141

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

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