CME Euro FX (E) Future September 2012


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 1.3191 1.3292 0.0101 0.8% 1.3210
High 1.3288 1.3292 0.0004 0.0% 1.3292
Low 1.3191 1.3115 -0.0076 -0.6% 1.3115
Close 1.3288 1.3124 -0.0164 -1.2% 1.3124
Range 0.0097 0.0177 0.0080 82.5% 0.0177
ATR 0.0085 0.0092 0.0007 7.7% 0.0000
Volume 37 7 -30 -81.1% 113
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3708 1.3593 1.3221
R3 1.3531 1.3416 1.3173
R2 1.3354 1.3354 1.3156
R1 1.3239 1.3239 1.3140 1.3208
PP 1.3177 1.3177 1.3177 1.3162
S1 1.3062 1.3062 1.3108 1.3031
S2 1.3000 1.3000 1.3092
S3 1.2823 1.2885 1.3075
S4 1.2646 1.2708 1.3027
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3708 1.3593 1.3221
R3 1.3531 1.3416 1.3173
R2 1.3354 1.3354 1.3156
R1 1.3239 1.3239 1.3140 1.3208
PP 1.3177 1.3177 1.3177 1.3162
S1 1.3062 1.3062 1.3108 1.3031
S2 1.3000 1.3000 1.3092
S3 1.2823 1.2885 1.3075
S4 1.2646 1.2708 1.3027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3292 1.3115 0.0177 1.3% 0.0079 0.6% 5% True True 22
10 1.3493 1.3115 0.0378 2.9% 0.0071 0.5% 2% False True 24
20 1.3500 1.3023 0.0477 3.6% 0.0066 0.5% 21% False False 22
40 1.3500 1.2690 0.0810 6.2% 0.0052 0.4% 54% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1.4044
2.618 1.3755
1.618 1.3578
1.000 1.3469
0.618 1.3401
HIGH 1.3292
0.618 1.3224
0.500 1.3204
0.382 1.3183
LOW 1.3115
0.618 1.3006
1.000 1.2938
1.618 1.2829
2.618 1.2652
4.250 1.2363
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 1.3204 1.3204
PP 1.3177 1.3177
S1 1.3151 1.3151

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

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