CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 18-Jul-2012

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	1.2270	1.2324	0.0054	0.4%	1.2318
High	1.2332	1.2330	-0.0002	0.0%	1.2381
Low	1.2270	1.2267	-0.0003	0.0%	1.2236
Close	1.2332	1.2306	-0.0026	-0.2%	1.2286
Range	0.0062	0.0063	0.0001	1.6%	0.0145
ATR	0.0072	0.0072	-0.0001	-0.7%	0.0000
Volume	8	5	-3	-37.5%	34

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2490	1.2461	1.2341
R3	1.2427	1.2398	1.2323
R2	1.2364	1.2364	1.2318
R1	1.2335	1.2335	1.2312	1.2318
PP	1.2301	1.2301	1.2301	1.2293
S1	1.2272	1.2272	1.2300	1.2255
S2	1.2238	1.2238	1.2294
S3	1.2175	1.2209	1.2289
S4	1.2112	1.2146	1.2271

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2736	1.2656	1.2366
R3	1.2591	1.2511	1.2326
R2	1.2446	1.2446	1.2313
R1	1.2366	1.2366	1.2299	1.2334
PP	1.2301	1.2301	1.2301	1.2285
S1	1.2221	1.2221	1.2273	1.2189
S2	1.2156	1.2156	1.2259
S3	1.2011	1.2076	1.2246
S4	1.1866	1.1931	1.2206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2332	1.2236	0.0096	0.8%	0.0030	0.2%	73%	False	False	6
10	1.2598	1.2236	0.0362	2.9%	0.0060	0.5%	19%	False	False	10
20	1.2749	1.2236	0.0513	4.2%	0.0048	0.4%	14%	False	False	7
40	1.2775	1.2236	0.0539	4.4%	0.0046	0.4%	13%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2598
2.618	1.2495
1.618	1.2432
1.000	1.2393
0.618	1.2369
HIGH	1.2330
0.618	1.2306
0.500	1.2299
0.382	1.2291
LOW	1.2267
0.618	1.2228
1.000	1.2204
1.618	1.2165
2.618	1.2102
4.250	1.1999

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	1.2304	1.2304
PP	1.2301	1.2302
S1	1.2299	1.2300

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