CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 1.3352 1.3237 -0.0115 -0.9% 1.3280
High 1.3355 1.3237 -0.0118 -0.9% 1.3364
Low 1.3352 1.3237 -0.0115 -0.9% 1.3280
Close 1.3355 1.3237 -0.0118 -0.9% 1.3355
Range 0.0003 0.0000 -0.0003 -100.0% 0.0084
ATR 0.0057 0.0061 0.0004 7.7% 0.0000
Volume 2 18 16 800.0% 32
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3237 1.3237 1.3237
R3 1.3237 1.3237 1.3237
R2 1.3237 1.3237 1.3237
R1 1.3237 1.3237 1.3237 1.3237
PP 1.3237 1.3237 1.3237 1.3237
S1 1.3237 1.3237 1.3237 1.3237
S2 1.3237 1.3237 1.3237
S3 1.3237 1.3237 1.3237
S4 1.3237 1.3237 1.3237
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 1.3355 1.3237 0.0118 0.9% 0.0011 0.1% 0% False True 8
10 1.3364 1.3200 0.0164 1.2% 0.0023 0.2% 23% False False 6
20 1.3364 1.3046 0.0318 2.4% 0.0015 0.1% 60% False False 5
40 1.3491 1.3046 0.0445 3.4% 0.0021 0.2% 43% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3237
2.618 1.3237
1.618 1.3237
1.000 1.3237
0.618 1.3237
HIGH 1.3237
0.618 1.3237
0.500 1.3237
0.382 1.3237
LOW 1.3237
0.618 1.3237
1.000 1.3237
1.618 1.3237
2.618 1.3237
4.250 1.3237
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 1.3237 1.3296
PP 1.3237 1.3276
S1 1.3237 1.3257

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

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