CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 1.3356 1.3318 -0.0038 -0.3% 1.3240
High 1.3356 1.3343 -0.0013 -0.1% 1.3300
Low 1.3356 1.3311 -0.0045 -0.3% 1.3200
Close 1.3356 1.3343 -0.0013 -0.1% 1.3285
Range 0.0000 0.0032 0.0032 0.0100
ATR 0.0064 0.0063 -0.0001 -2.1% 0.0000
Volume 7 10 3 42.9% 17
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3428 1.3418 1.3361
R3 1.3396 1.3386 1.3352
R2 1.3364 1.3364 1.3349
R1 1.3354 1.3354 1.3346 1.3359
PP 1.3332 1.3332 1.3332 1.3335
S1 1.3322 1.3322 1.3340 1.3327
S2 1.3300 1.3300 1.3337
S3 1.3268 1.3290 1.3334
S4 1.3236 1.3258 1.3325
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.3562 1.3523 1.3340
R3 1.3462 1.3423 1.3313
R2 1.3362 1.3362 1.3303
R1 1.3323 1.3323 1.3294 1.3343
PP 1.3262 1.3262 1.3262 1.3271
S1 1.3223 1.3223 1.3276 1.3243
S2 1.3162 1.3162 1.3267
S3 1.3062 1.3123 1.3258
S4 1.2962 1.3023 1.3230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3364 1.3200 0.0164 1.2% 0.0027 0.2% 87% False False 5
10 1.3364 1.3119 0.0245 1.8% 0.0026 0.2% 91% False False 5
20 1.3364 1.3046 0.0318 2.4% 0.0023 0.2% 93% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3479
2.618 1.3427
1.618 1.3395
1.000 1.3375
0.618 1.3363
HIGH 1.3343
0.618 1.3331
0.500 1.3327
0.382 1.3323
LOW 1.3311
0.618 1.3291
1.000 1.3279
1.618 1.3259
2.618 1.3227
4.250 1.3175
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 1.3338 1.3336
PP 1.3332 1.3329
S1 1.3327 1.3322

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

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