CME Euro FX (E) Future September 2011

Trading Metrics calculated at close of trading on 13-Jul-2011

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	1.4019	1.3942	-0.0077	-0.5%	1.4512
High	1.4037	1.4165	0.0128	0.9%	1.4547
Low	1.3811	1.3923	0.0112	0.8%	1.4176
Close	1.4000	1.4117	0.0117	0.8%	1.4214
Range	0.0226	0.0242	0.0016	7.1%	0.0371
ATR	0.0171	0.0176	0.0005	3.0%	0.0000
Volume	570,667	433,901	-136,766	-24.0%	1,001,647

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4794	1.4698	1.4250
R3	1.4552	1.4456	1.4184
R2	1.4310	1.4310	1.4161
R1	1.4214	1.4214	1.4139	1.4262
PP	1.4068	1.4068	1.4068	1.4093
S1	1.3972	1.3972	1.4095	1.4020
S2	1.3826	1.3826	1.4073
S3	1.3584	1.3730	1.4050
S4	1.3342	1.3488	1.3984

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.5425	1.5191	1.4418
R3	1.5054	1.4820	1.4316
R2	1.4683	1.4683	1.4282
R1	1.4449	1.4449	1.4248	1.4381
PP	1.4312	1.4312	1.4312	1.4278
S1	1.4078	1.4078	1.4180	1.4010
S2	1.3941	1.3941	1.4146
S3	1.3570	1.3707	1.4112
S4	1.3199	1.3336	1.4010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4345	1.3811	0.0534	3.8%	0.0206	1.5%	57%	False	False	424,514
10	1.4547	1.3811	0.0736	5.2%	0.0174	1.2%	42%	False	False	329,997
20	1.4547	1.3811	0.0736	5.2%	0.0174	1.2%	42%	False	False	326,622
40	1.4652	1.3811	0.0841	6.0%	0.0160	1.1%	36%	False	False	192,026
60	1.4875	1.3811	0.1064	7.5%	0.0165	1.2%	29%	False	False	128,295
80	1.4875	1.3811	0.1064	7.5%	0.0149	1.1%	29%	False	False	96,313
100	1.4875	1.3499	0.1376	9.7%	0.0133	0.9%	45%	False	False	77,071
120	1.4875	1.3395	0.1480	10.5%	0.0117	0.8%	49%	False	False	64,227

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5194
2.618	1.4799
1.618	1.4557
1.000	1.4407
0.618	1.4315
HIGH	1.4165
0.618	1.4073
0.500	1.4044
0.382	1.4015
LOW	1.3923
0.618	1.3773
1.000	1.3681
1.618	1.3531
2.618	1.3289
4.250	1.2895

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	1.4093	1.4080
PP	1.4068	1.4043
S1	1.4044	1.4006

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