CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 1.3191 1.3240 0.0049 0.4% 1.3176
High 1.3196 1.3263 0.0067 0.5% 1.3196
Low 1.3171 1.3240 0.0069 0.5% 1.3046
Close 1.3196 1.3263 0.0067 0.5% 1.3196
Range 0.0025 0.0023 -0.0002 -8.0% 0.0150
ATR 0.0073 0.0072 0.0000 -0.6% 0.0000
Volume 10 5 -5 -50.0% 42
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3324 1.3317 1.3276
R3 1.3301 1.3294 1.3269
R2 1.3278 1.3278 1.3267
R1 1.3271 1.3271 1.3265 1.3275
PP 1.3255 1.3255 1.3255 1.3257
S1 1.3248 1.3248 1.3261 1.3252
S2 1.3232 1.3232 1.3259
S3 1.3209 1.3225 1.3257
S4 1.3186 1.3202 1.3250
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3596 1.3546 1.3279
R3 1.3446 1.3396 1.3237
R2 1.3296 1.3296 1.3224
R1 1.3246 1.3246 1.3210 1.3271
PP 1.3146 1.3146 1.3146 1.3159
S1 1.3096 1.3096 1.3182 1.3121
S2 1.2996 1.2996 1.3169
S3 1.2846 1.2946 1.3155
S4 1.2696 1.2796 1.3114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3263 1.3046 0.0217 1.6% 0.0015 0.1% 100% True False 8
10 1.3298 1.3046 0.0252 1.9% 0.0017 0.1% 86% False False 5
20 1.3491 1.3046 0.0445 3.4% 0.0026 0.2% 49% False False 6
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3361
2.618 1.3323
1.618 1.3300
1.000 1.3286
0.618 1.3277
HIGH 1.3263
0.618 1.3254
0.500 1.3252
0.382 1.3249
LOW 1.3240
0.618 1.3226
1.000 1.3217
1.618 1.3203
2.618 1.3180
4.250 1.3142
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 1.3259 1.3239
PP 1.3255 1.3215
S1 1.3252 1.3191

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

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