CME Euro FX (E) Future March 2012

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	1.3960	1.4130	0.0170	1.2%	1.4344
High	1.4030	1.4133	0.0103	0.7%	1.4344
Low	1.3960	1.4076	0.0116	0.8%	1.4100
Close	1.4048	1.4041	-0.0007	0.0%	1.4135
Range	0.0070	0.0057	-0.0013	-18.6%	0.0244
ATR	0.0095	0.0094	-0.0001	-0.8%	0.0000
Volume	4	2	-2	-50.0%	12

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4254	1.4205	1.4072
R3	1.4197	1.4148	1.4057
R2	1.4140	1.4140	1.4051
R1	1.4091	1.4091	1.4046	1.4087
PP	1.4083	1.4083	1.4083	1.4082
S1	1.4034	1.4034	1.4036	1.4030
S2	1.4026	1.4026	1.4031
S3	1.3969	1.3977	1.4025
S4	1.3912	1.3920	1.4010

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	1.4216	1.3830	0.0386	2.7%	0.0063	0.4%	55%	False	False	3
10	1.4404	1.3830	0.0574	4.1%	0.0035	0.2%	37%	False	False	3
20	1.4404	1.3830	0.0574	4.1%	0.0033	0.2%	37%	False	False	3
40	1.4556	1.3830	0.0726	5.2%	0.0020	0.1%	29%	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	True
Stretch	0.0002
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4375
2.618	1.4282
1.618	1.4225
1.000	1.4190
0.618	1.4168
HIGH	1.4133
0.618	1.4111
0.500	1.4105
0.382	1.4098
LOW	1.4076
0.618	1.4041
1.000	1.4019
1.618	1.3984
2.618	1.3927
4.250	1.3834

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	1.4105	1.4021
PP	1.4083	1.4001
S1	1.4062	1.3982

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