CME Euro FX (E) Future September 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 1.3292 1.3164 -0.0128 -1.0% 1.3210
High 1.3292 1.3164 -0.0128 -1.0% 1.3292
Low 1.3115 1.3164 0.0049 0.4% 1.3115
Close 1.3124 1.3164 0.0040 0.3% 1.3124
Range 0.0177 0.0000 -0.0177 -100.0% 0.0177
ATR 0.0092 0.0088 -0.0004 -4.0% 0.0000
Volume 7 28 21 300.0% 113
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3164 1.3164 1.3164
R3 1.3164 1.3164 1.3164
R2 1.3164 1.3164 1.3164
R1 1.3164 1.3164 1.3164 1.3164
PP 1.3164 1.3164 1.3164 1.3164
S1 1.3164 1.3164 1.3164 1.3164
S2 1.3164 1.3164 1.3164
S3 1.3164 1.3164 1.3164
S4 1.3164 1.3164 1.3164
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% 0.0073 0.6% 28% False False 23
10 1.3493 1.3115 0.0378 2.9% 0.0068 0.5% 13% False False 25
20 1.3500 1.3023 0.0477 3.6% 0.0066 0.5% 30% False False 23
40 1.3500 1.2690 0.0810 6.2% 0.0051 0.4% 59% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3164
2.618 1.3164
1.618 1.3164
1.000 1.3164
0.618 1.3164
HIGH 1.3164
0.618 1.3164
0.500 1.3164
0.382 1.3164
LOW 1.3164
0.618 1.3164
1.000 1.3164
1.618 1.3164
2.618 1.3164
4.250 1.3164
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1.3164 1.3204
PP 1.3164 1.3190
S1 1.3164 1.3177

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

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