CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 1.3770 1.3756 -0.0014 -0.1% 1.3380
High 1.3800 1.3880 0.0080 0.6% 1.3880
Low 1.3675 1.3714 0.0039 0.3% 1.3379
Close 1.3773 1.3867 0.0094 0.7% 1.3867
Range 0.0125 0.0166 0.0041 32.8% 0.0501
ATR 0.0165 0.0165 0.0000 0.0% 0.0000
Volume 433 526 93 21.5% 2,242
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.4318 1.4259 1.3958
R3 1.4152 1.4093 1.3913
R2 1.3986 1.3986 1.3897
R1 1.3927 1.3927 1.3882 1.3957
PP 1.3820 1.3820 1.3820 1.3835
S1 1.3761 1.3761 1.3852 1.3791
S2 1.3654 1.3654 1.3837
S3 1.3488 1.3595 1.3821
S4 1.3322 1.3429 1.3776
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.5212 1.5040 1.4143
R3 1.4711 1.4539 1.4005
R2 1.4210 1.4210 1.3959
R1 1.4038 1.4038 1.3913 1.4124
PP 1.3709 1.3709 1.3709 1.3752
S1 1.3537 1.3537 1.3821 1.3623
S2 1.3208 1.3208 1.3775
S3 1.2707 1.3036 1.3729
S4 1.2206 1.2535 1.3591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3880 1.3379 0.0501 3.6% 0.0184 1.3% 97% True False 448
10 1.3880 1.3161 0.0719 5.2% 0.0178 1.3% 98% True False 462
20 1.3880 1.3161 0.0719 5.2% 0.0162 1.2% 98% True False 327
40 1.4472 1.3161 0.1311 9.5% 0.0127 0.9% 54% False False 184
60 1.4472 1.3161 0.1311 9.5% 0.0110 0.8% 54% False False 126
80 1.4472 1.3161 0.1311 9.5% 0.0092 0.7% 54% False False 95
100 1.4556 1.3161 0.1395 10.1% 0.0076 0.5% 51% False False 77
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 0.0035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4586
2.618 1.4315
1.618 1.4149
1.000 1.4046
0.618 1.3983
HIGH 1.3880
0.618 1.3817
0.500 1.3797
0.382 1.3777
LOW 1.3714
0.618 1.3611
1.000 1.3548
1.618 1.3445
2.618 1.3279
4.250 1.3009
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 1.3844 1.3825
PP 1.3820 1.3783
S1 1.3797 1.3742

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

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