CME Euro FX (E) Future September 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	1.3330	1.3283	-0.0047	-0.4%	1.3430
High	1.3354	1.3283	-0.0071	-0.5%	1.3493
Low	1.3317	1.3216	-0.0101	-0.8%	1.3216
Close	1.3332	1.3225	-0.0107	-0.8%	1.3225
Range	0.0037	0.0067	0.0030	81.1%	0.0277
ATR	0.0084	0.0086	0.0002	2.8%	0.0000
Volume	49	11	-38	-77.6%	134

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3442	1.3401	1.3262
R3	1.3375	1.3334	1.3243
R2	1.3308	1.3308	1.3237
R1	1.3267	1.3267	1.3231	1.3254
PP	1.3241	1.3241	1.3241	1.3235
S1	1.3200	1.3200	1.3219	1.3187
S2	1.3174	1.3174	1.3213
S3	1.3107	1.3133	1.3207
S4	1.3040	1.3066	1.3188

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.4142	1.3961	1.3377
R3	1.3865	1.3684	1.3301
R2	1.3588	1.3588	1.3276
R1	1.3407	1.3407	1.3250	1.3359
PP	1.3311	1.3311	1.3311	1.3288
S1	1.3130	1.3130	1.3200	1.3082
S2	1.3034	1.3034	1.3174
S3	1.2757	1.2853	1.3149
S4	1.2480	1.2576	1.3073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3493	1.3216	0.0277	2.1%	0.0062	0.5%	3%	False	True	26
10	1.3500	1.3144	0.0356	2.7%	0.0058	0.4%	23%	False	False	29
20	1.3500	1.3023	0.0477	3.6%	0.0056	0.4%	42%	False	False	17
40	1.3500	1.2690	0.0810	6.1%	0.0042	0.3%	66%	False	False	12

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	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3568
2.618	1.3458
1.618	1.3391
1.000	1.3350
0.618	1.3324
HIGH	1.3283
0.618	1.3257
0.500	1.3250
0.382	1.3242
LOW	1.3216
0.618	1.3175
1.000	1.3149
1.618	1.3108
2.618	1.3041
4.250	1.2931

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	1.3250	1.3333
PP	1.3241	1.3297
S1	1.3233	1.3261

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols