CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 1.3174 1.3298 0.0124 0.9% 1.3429
High 1.3174 1.3298 0.0124 0.9% 1.3484
Low 1.3174 1.3298 0.0124 0.9% 1.3236
Close 1.3174 1.3298 0.0124 0.9% 1.3236
Range
ATR 0.0064 0.0068 0.0004 6.7% 0.0000
Volume 1 1 0 0.0% 50
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3298 1.3298 1.3298
R3 1.3298 1.3298 1.3298
R2 1.3298 1.3298 1.3298
R1 1.3298 1.3298 1.3298 1.3298
PP 1.3298 1.3298 1.3298 1.3298
S1 1.3298 1.3298 1.3298 1.3298
S2 1.3298 1.3298 1.3298
S3 1.3298 1.3298 1.3298
S4 1.3298 1.3298 1.3298
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 1.3298 1.3131 0.0167 1.3% 0.0031 0.2% 100% True False 4
10 1.3491 1.3131 0.0360 2.7% 0.0027 0.2% 46% False False 6
20 1.3491 1.3091 0.0400 3.0% 0.0022 0.2% 52% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.3298
2.618 1.3298
1.618 1.3298
1.000 1.3298
0.618 1.3298
HIGH 1.3298
0.618 1.3298
0.500 1.3298
0.382 1.3298
LOW 1.3298
0.618 1.3298
1.000 1.3298
1.618 1.3298
2.618 1.3298
4.250 1.3298
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 1.3298 1.3270
PP 1.3298 1.3242
S1 1.3298 1.3215

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

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