CME Euro FX (E) Future June 2012


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Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 1.3244 1.3229 -0.0015 -0.1% 1.3124
High 1.3259 1.3292 0.0033 0.2% 1.3199
Low 1.3178 1.3185 0.0007 0.1% 1.3009
Close 1.3236 1.3210 -0.0026 -0.2% 1.3179
Range 0.0081 0.0107 0.0026 32.1% 0.0190
ATR 0.0116 0.0116 -0.0001 -0.6% 0.0000
Volume 206,161 233,296 27,135 13.2% 643,075
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3550 1.3487 1.3269
R3 1.3443 1.3380 1.3239
R2 1.3336 1.3336 1.3230
R1 1.3273 1.3273 1.3220 1.3251
PP 1.3229 1.3229 1.3229 1.3218
S1 1.3166 1.3166 1.3200 1.3144
S2 1.3122 1.3122 1.3190
S3 1.3015 1.3059 1.3181
S4 1.2908 1.2952 1.3151
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 1.3292 1.3009 0.0283 2.1% 0.0114 0.9% 71% True False 206,627
10 1.3299 1.3009 0.0290 2.2% 0.0121 0.9% 69% False False 135,265
20 1.3494 1.3009 0.0485 3.7% 0.0115 0.9% 41% False False 70,039
40 1.3494 1.2941 0.0553 4.2% 0.0117 0.9% 49% False False 35,292
60 1.3494 1.2645 0.0849 6.4% 0.0116 0.9% 67% False False 23,627
80 1.3555 1.2645 0.0910 6.9% 0.0111 0.8% 62% False False 17,744
100 1.4188 1.2645 0.1543 11.7% 0.0100 0.8% 37% False False 14,197
120 1.4188 1.2645 0.1543 11.7% 0.0083 0.6% 37% False False 11,832
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3747
2.618 1.3572
1.618 1.3465
1.000 1.3399
0.618 1.3358
HIGH 1.3292
0.618 1.3251
0.500 1.3239
0.382 1.3226
LOW 1.3185
0.618 1.3119
1.000 1.3078
1.618 1.3012
2.618 1.2905
4.250 1.2730
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 1.3239 1.3220
PP 1.3229 1.3217
S1 1.3220 1.3213

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

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