CME Euro FX (E) Future December 2012

Trading Metrics calculated at close of trading on 30-Mar-2012

Day Change Summary
	Previous	Current
	29-Mar-2012	30-Mar-2012	Change	Change %	Previous Week
Open	1.3290	1.3354	0.0064	0.5%	1.3280
High	1.3307	1.3355	0.0048	0.4%	1.3364
Low	1.3290	1.3354	0.0064	0.5%	1.3280
Close	1.3307	1.3355	0.0048	0.4%	1.3355
Range	0.0017	0.0001	-0.0016	-94.1%	0.0084
ATR	0.0062	0.0061	-0.0001	-1.6%	0.0000
Volume	4	9	5	125.0%	32

Daily Pivots for day following 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3358	1.3357	1.3356
R3	1.3357	1.3356	1.3355
R2	1.3356	1.3356	1.3355
R1	1.3355	1.3355	1.3355	1.3356
PP	1.3355	1.3355	1.3355	1.3355
S1	1.3354	1.3354	1.3355	1.3355
S2	1.3354	1.3354	1.3355
S3	1.3353	1.3353	1.3355
S4	1.3352	1.3352	1.3354

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3585	1.3554	1.3401
R3	1.3501	1.3470	1.3378
R2	1.3417	1.3417	1.3370
R1	1.3386	1.3386	1.3363	1.3402
PP	1.3333	1.3333	1.3333	1.3341
S1	1.3302	1.3302	1.3347	1.3318
S2	1.3249	1.3249	1.3340
S3	1.3165	1.3218	1.3332
S4	1.3081	1.3134	1.3309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3364	1.3280	0.0084	0.6%	0.0027	0.2%	89%	False	False	6
10	1.3364	1.3200	0.0164	1.2%	0.0025	0.2%	95%	False	False	4
20	1.3364	1.3046	0.0318	2.4%	0.0020	0.1%	97%	False	False	5
40	1.3491	1.3046	0.0445	3.3%	0.0021	0.2%	69%	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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3359
2.618	1.3358
1.618	1.3357
1.000	1.3356
0.618	1.3356
HIGH	1.3355
0.618	1.3355
0.500	1.3355
0.382	1.3354
LOW	1.3354
0.618	1.3353
1.000	1.3353
1.618	1.3352
2.618	1.3351
4.250	1.3350

Fisher Pivots for day following 30-Mar-2012
Pivot	1 day	3 day
R1	1.3355	1.3344
PP	1.3355	1.3333
S1	1.3355	1.3323

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols