CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 1.4216 1.3930 -0.0286 -2.0% 1.4344
High 1.4216 1.3930 -0.0286 -2.0% 1.4344
Low 1.4100 1.3930 -0.0170 -1.2% 1.4100
Close 1.4135 1.3930 -0.0205 -1.5% 1.4135
Range 0.0116 0.0000 -0.0116 -100.0% 0.0244
ATR 0.0086 0.0095 0.0008 9.8% 0.0000
Volume 3 5 2 66.7% 12
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3930 1.3930 1.3930
R3 1.3930 1.3930 1.3930
R2 1.3930 1.3930 1.3930
R1 1.3930 1.3930 1.3930 1.3930
PP 1.3930 1.3930 1.3930 1.3930
S1 1.3930 1.3930 1.3930 1.3930
S2 1.3930 1.3930 1.3930
S3 1.3930 1.3930 1.3930
S4 1.3930 1.3930 1.3930
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4925 1.4774 1.4269
R3 1.4681 1.4530 1.4202
R2 1.4437 1.4437 1.4180
R1 1.4286 1.4286 1.4157 1.4240
PP 1.4193 1.4193 1.4193 1.4170
S1 1.4042 1.4042 1.4113 1.3996
S2 1.3949 1.3949 1.4090
S3 1.3705 1.3798 1.4068
S4 1.3461 1.3554 1.4001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4344 1.3930 0.0414 3.0% 0.0030 0.2% 0% False True 3
10 1.4404 1.3930 0.0474 3.4% 0.0039 0.3% 0% False True 4
20 1.4404 1.3930 0.0474 3.4% 0.0026 0.2% 0% False True 3
40 1.4556 1.3926 0.0630 4.5% 0.0016 0.1% 1% False False 2
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3930
2.618 1.3930
1.618 1.3930
1.000 1.3930
0.618 1.3930
HIGH 1.3930
0.618 1.3930
0.500 1.3930
0.382 1.3930
LOW 1.3930
0.618 1.3930
1.000 1.3930
1.618 1.3930
2.618 1.3930
4.250 1.3930
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 1.3930 1.4084
PP 1.3930 1.4032
S1 1.3930 1.3981

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

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