CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 1.2318 1.2381 0.0063 0.5% 1.2655
High 1.2362 1.2381 0.0019 0.2% 1.2655
Low 1.2318 1.2299 -0.0019 -0.2% 1.2316
Close 1.2356 1.2299 -0.0057 -0.5% 1.2318
Range 0.0044 0.0082 0.0038 86.4% 0.0339
ATR 0.0086 0.0086 0.0000 -0.3% 0.0000
Volume 13 5 -8 -61.5% 58
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2572 1.2518 1.2344
R3 1.2490 1.2436 1.2322
R2 1.2408 1.2408 1.2314
R1 1.2354 1.2354 1.2307 1.2340
PP 1.2326 1.2326 1.2326 1.2320
S1 1.2272 1.2272 1.2291 1.2258
S2 1.2244 1.2244 1.2284
S3 1.2162 1.2190 1.2276
S4 1.2080 1.2108 1.2254
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3447 1.3221 1.2504
R3 1.3108 1.2882 1.2411
R2 1.2769 1.2769 1.2380
R1 1.2543 1.2543 1.2349 1.2487
PP 1.2430 1.2430 1.2430 1.2401
S1 1.2204 1.2204 1.2287 1.2148
S2 1.2091 1.2091 1.2256
S3 1.1752 1.1865 1.2225
S4 1.1413 1.1526 1.2132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2654 1.2299 0.0355 2.9% 0.0085 0.7% 0% False True 13
10 1.2720 1.2299 0.0421 3.4% 0.0072 0.6% 0% False True 11
20 1.2749 1.2299 0.0450 3.7% 0.0055 0.4% 0% False True 7
40 1.2895 1.2299 0.0596 4.8% 0.0047 0.4% 0% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2730
2.618 1.2596
1.618 1.2514
1.000 1.2463
0.618 1.2432
HIGH 1.2381
0.618 1.2350
0.500 1.2340
0.382 1.2330
LOW 1.2299
0.618 1.2248
1.000 1.2217
1.618 1.2166
2.618 1.2084
4.250 1.1951
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 1.2340 1.2365
PP 1.2326 1.2343
S1 1.2313 1.2321

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

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