CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 1.4029 1.4027 -0.0002 0.0% 1.3930
High 1.4029 1.4118 0.0089 0.6% 1.4133
Low 1.4029 1.4027 -0.0002 0.0% 1.3830
Close 1.4045 1.4133 0.0088 0.6% 1.4044
Range 0.0000 0.0091 0.0091 0.0303
ATR 0.0082 0.0083 0.0001 0.8% 0.0000
Volume 1 1 0 0.0% 21
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4366 1.4340 1.4183
R3 1.4275 1.4249 1.4158
R2 1.4184 1.4184 1.4150
R1 1.4158 1.4158 1.4141 1.4171
PP 1.4093 1.4093 1.4093 1.4099
S1 1.4067 1.4067 1.4125 1.4080
S2 1.4002 1.4002 1.4116
S3 1.3911 1.3976 1.4108
S4 1.3820 1.3885 1.4083
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4911 1.4781 1.4211
R3 1.4608 1.4478 1.4127
R2 1.4305 1.4305 1.4100
R1 1.4175 1.4175 1.4072 1.4240
PP 1.4002 1.4002 1.4002 1.4035
S1 1.3872 1.3872 1.4016 1.3937
S2 1.3699 1.3699 1.3988
S3 1.3396 1.3569 1.3961
S4 1.3093 1.3266 1.3877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4133 1.4026 0.0107 0.8% 0.0039 0.3% 100% False False 2
10 1.4237 1.3830 0.0407 2.9% 0.0045 0.3% 74% False False 3
20 1.4404 1.3830 0.0574 4.1% 0.0036 0.3% 53% False False 3
40 1.4556 1.3830 0.0726 5.1% 0.0023 0.2% 42% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4505
2.618 1.4356
1.618 1.4265
1.000 1.4209
0.618 1.4174
HIGH 1.4118
0.618 1.4083
0.500 1.4073
0.382 1.4062
LOW 1.4027
0.618 1.3971
1.000 1.3936
1.618 1.3880
2.618 1.3789
4.250 1.3640
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 1.4113 1.4113
PP 1.4093 1.4092
S1 1.4073 1.4072

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

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