CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 1.3176 1.3121 -0.0055 -0.4% 1.3256
High 1.3176 1.3121 -0.0055 -0.4% 1.3298
Low 1.3176 1.3092 -0.0084 -0.6% 1.3131
Close 1.3176 1.3100 -0.0076 -0.6% 1.3134
Range 0.0000 0.0029 0.0029 0.0167
ATR 0.0073 0.0074 0.0001 1.1% 0.0000
Volume 6 6 0 0.0% 17
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3191 1.3175 1.3116
R3 1.3162 1.3146 1.3108
R2 1.3133 1.3133 1.3105
R1 1.3117 1.3117 1.3103 1.3111
PP 1.3104 1.3104 1.3104 1.3101
S1 1.3088 1.3088 1.3097 1.3082
S2 1.3075 1.3075 1.3095
S3 1.3046 1.3059 1.3092
S4 1.3017 1.3030 1.3084
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3689 1.3578 1.3226
R3 1.3522 1.3411 1.3180
R2 1.3355 1.3355 1.3165
R1 1.3244 1.3244 1.3149 1.3216
PP 1.3188 1.3188 1.3188 1.3174
S1 1.3077 1.3077 1.3119 1.3049
S2 1.3021 1.3021 1.3103
S3 1.2854 1.2910 1.3088
S4 1.2687 1.2743 1.3042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3298 1.3092 0.0206 1.6% 0.0006 0.0% 4% False True 3
10 1.3452 1.3092 0.0360 2.7% 0.0029 0.2% 2% False True 7
20 1.3491 1.3091 0.0400 3.1% 0.0024 0.2% 2% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3244
2.618 1.3197
1.618 1.3168
1.000 1.3150
0.618 1.3139
HIGH 1.3121
0.618 1.3110
0.500 1.3107
0.382 1.3103
LOW 1.3092
0.618 1.3074
1.000 1.3063
1.618 1.3045
2.618 1.3016
4.250 1.2969
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 1.3107 1.3134
PP 1.3104 1.3123
S1 1.3102 1.3111

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

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