CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 1.3256 1.3227 -0.0029 -0.2% 1.3429
High 1.3256 1.3227 -0.0029 -0.2% 1.3484
Low 1.3256 1.3131 -0.0125 -0.9% 1.3236
Close 1.3256 1.3131 -0.0125 -0.9% 1.3236
Range 0.0000 0.0096 0.0096 0.0248
ATR 0.0061 0.0066 0.0005 7.4% 0.0000
Volume 10 1 -9 -90.0% 50
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3451 1.3387 1.3184
R3 1.3355 1.3291 1.3157
R2 1.3259 1.3259 1.3149
R1 1.3195 1.3195 1.3140 1.3179
PP 1.3163 1.3163 1.3163 1.3155
S1 1.3099 1.3099 1.3122 1.3083
S2 1.3067 1.3067 1.3113
S3 1.2971 1.3003 1.3105
S4 1.2875 1.2907 1.3078
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.4063 1.3897 1.3372
R3 1.3815 1.3649 1.3304
R2 1.3567 1.3567 1.3281
R1 1.3401 1.3401 1.3259 1.3360
PP 1.3319 1.3319 1.3319 1.3298
S1 1.3153 1.3153 1.3213 1.3112
S2 1.3071 1.3071 1.3191
S3 1.2823 1.2905 1.3168
S4 1.2575 1.2657 1.3100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3452 1.3131 0.0321 2.4% 0.0053 0.4% 0% False True 11
10 1.3491 1.3131 0.0360 2.7% 0.0036 0.3% 0% False True 6
20 1.3491 1.3091 0.0400 3.0% 0.0027 0.2% 10% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.3635
2.618 1.3478
1.618 1.3382
1.000 1.3323
0.618 1.3286
HIGH 1.3227
0.618 1.3190
0.500 1.3179
0.382 1.3168
LOW 1.3131
0.618 1.3072
1.000 1.3035
1.618 1.2976
2.618 1.2880
4.250 1.2723
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 1.3179 1.3214
PP 1.3163 1.3186
S1 1.3147 1.3159

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

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