CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 1.3280 1.3200 -0.0080 -0.6% 1.3176
High 1.3300 1.3205 -0.0095 -0.7% 1.3196
Low 1.3227 1.3200 -0.0027 -0.2% 1.3046
Close 1.3227 1.3205 -0.0022 -0.2% 1.3196
Range 0.0073 0.0005 -0.0068 -93.2% 0.0150
ATR 0.0068 0.0065 -0.0003 -4.3% 0.0000
Volume 1 2 1 100.0% 42
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3218 1.3217 1.3208
R3 1.3213 1.3212 1.3206
R2 1.3208 1.3208 1.3206
R1 1.3207 1.3207 1.3205 1.3208
PP 1.3203 1.3203 1.3203 1.3204
S1 1.3202 1.3202 1.3205 1.3203
S2 1.3198 1.3198 1.3204
S3 1.3193 1.3197 1.3204
S4 1.3188 1.3192 1.3202
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 1.3300 1.3171 0.0129 1.0% 0.0025 0.2% 26% False False 3
10 1.3300 1.3046 0.0254 1.9% 0.0016 0.1% 63% False False 5
20 1.3491 1.3046 0.0445 3.4% 0.0021 0.2% 36% False False 5
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3226
2.618 1.3218
1.618 1.3213
1.000 1.3210
0.618 1.3208
HIGH 1.3205
0.618 1.3203
0.500 1.3203
0.382 1.3202
LOW 1.3200
0.618 1.3197
1.000 1.3195
1.618 1.3192
2.618 1.3187
4.250 1.3179
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 1.3204 1.3250
PP 1.3203 1.3235
S1 1.3203 1.3220

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

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