CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	1.3930	1.3830	-0.0100	-0.7%	1.4344
High	1.3930	1.3900	-0.0030	-0.2%	1.4344
Low	1.3930	1.3830	-0.0100	-0.7%	1.4100
Close	1.3930	1.3936	0.0006	0.0%	1.4135
Range	0.0000	0.0070	0.0070		0.0244
ATR	0.0095	0.0095	0.0000	0.4%	0.0000
Volume	5	5	0	0.0%	12

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4099	1.4087	1.3975
R3	1.4029	1.4017	1.3955
R2	1.3959	1.3959	1.3949
R1	1.3947	1.3947	1.3942	1.3953
PP	1.3889	1.3889	1.3889	1.3892
S1	1.3877	1.3877	1.3930	1.3883
S2	1.3819	1.3819	1.3923
S3	1.3749	1.3807	1.3917
S4	1.3679	1.3737	1.3898

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	1.4237	1.3830	0.0407	2.9%	0.0044	0.3%	26%	False	True	3
10	1.4404	1.3830	0.0574	4.1%	0.0025	0.2%	18%	False	True	4
20	1.4404	1.3830	0.0574	4.1%	0.0029	0.2%	18%	False	True	3
40	1.4556	1.3830	0.0726	5.2%	0.0018	0.1%	15%	False	True	2

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	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4198
2.618	1.4083
1.618	1.4013
1.000	1.3970
0.618	1.3943
HIGH	1.3900
0.618	1.3873
0.500	1.3865
0.382	1.3857
LOW	1.3830
0.618	1.3787
1.000	1.3760
1.618	1.3717
2.618	1.3647
4.250	1.3533

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	1.3912	1.4023
PP	1.3889	1.3994
S1	1.3865	1.3965

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