CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 1.2333 1.2300 -0.0033 -0.3% 1.2432
High 1.2333 1.2331 -0.0002 0.0% 1.2449
Low 1.2333 1.2300 -0.0033 -0.3% 1.2300
Close 1.2333 1.2331 -0.0002 0.0% 1.2331
Range 0.0000 0.0031 0.0031 0.0149
ATR 0.0080 0.0076 -0.0003 -4.2% 0.0000
Volume 1 1 0 0.0% 8
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2414 1.2403 1.2348
R3 1.2383 1.2372 1.2340
R2 1.2352 1.2352 1.2337
R1 1.2341 1.2341 1.2334 1.2347
PP 1.2321 1.2321 1.2321 1.2323
S1 1.2310 1.2310 1.2328 1.2316
S2 1.2290 1.2290 1.2325
S3 1.2259 1.2279 1.2322
S4 1.2228 1.2248 1.2314
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2807 1.2718 1.2413
R3 1.2658 1.2569 1.2372
R2 1.2509 1.2509 1.2358
R1 1.2420 1.2420 1.2345 1.2390
PP 1.2360 1.2360 1.2360 1.2345
S1 1.2271 1.2271 1.2317 1.2241
S2 1.2211 1.2211 1.2304
S3 1.2062 1.2122 1.2290
S4 1.1913 1.1973 1.2249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2449 1.2300 0.0149 1.2% 0.0008 0.1% 21% False True 1
10 1.2449 1.2204 0.0245 2.0% 0.0025 0.2% 52% False False 4
20 1.2449 1.2090 0.0359 2.9% 0.0039 0.3% 67% False False 8
40 1.2749 1.2090 0.0659 5.3% 0.0046 0.4% 37% False False 8
60 1.2847 1.2090 0.0757 6.1% 0.0043 0.3% 32% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2463
2.618 1.2412
1.618 1.2381
1.000 1.2362
0.618 1.2350
HIGH 1.2331
0.618 1.2319
0.500 1.2316
0.382 1.2312
LOW 1.2300
0.618 1.2281
1.000 1.2269
1.618 1.2250
2.618 1.2219
4.250 1.2168
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 1.2326 1.2345
PP 1.2321 1.2340
S1 1.2316 1.2336

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

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