CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 1.4164 1.4268 0.0104 0.7% 1.4026
High 1.4172 1.4268 0.0096 0.7% 1.4268
Low 1.4125 1.4268 0.0143 1.0% 1.4026
Close 1.4315 1.4268 -0.0047 -0.3% 1.4268
Range 0.0047 0.0000 -0.0047 -100.0% 0.0242
ATR 0.0080 0.0078 -0.0002 -3.0% 0.0000
Volume 4 3 -1 -25.0% 11
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4268 1.4268 1.4268
R3 1.4268 1.4268 1.4268
R2 1.4268 1.4268 1.4268
R1 1.4268 1.4268 1.4268 1.4268
PP 1.4268 1.4268 1.4268 1.4268
S1 1.4268 1.4268 1.4268 1.4268
S2 1.4268 1.4268 1.4268
S3 1.4268 1.4268 1.4268
S4 1.4268 1.4268 1.4268
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4913 1.4833 1.4401
R3 1.4671 1.4591 1.4335
R2 1.4429 1.4429 1.4312
R1 1.4349 1.4349 1.4290 1.4389
PP 1.4187 1.4187 1.4187 1.4208
S1 1.4107 1.4107 1.4246 1.4147
S2 1.3945 1.3945 1.4224
S3 1.3703 1.3865 1.4201
S4 1.3461 1.3623 1.4135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4268 1.4026 0.0242 1.7% 0.0028 0.2% 100% True False 2
10 1.4268 1.3830 0.0438 3.1% 0.0038 0.3% 100% True False 3
20 1.4404 1.3830 0.0574 4.0% 0.0039 0.3% 76% False False 3
40 1.4556 1.3830 0.0726 5.1% 0.0024 0.2% 60% 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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4268
2.618 1.4268
1.618 1.4268
1.000 1.4268
0.618 1.4268
HIGH 1.4268
0.618 1.4268
0.500 1.4268
0.382 1.4268
LOW 1.4268
0.618 1.4268
1.000 1.4268
1.618 1.4268
2.618 1.4268
4.250 1.4268
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 1.4268 1.4228
PP 1.4268 1.4188
S1 1.4268 1.4148

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

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