CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 1.2326 1.2292 -0.0034 -0.3% 1.2321
High 1.2326 1.2316 -0.0010 -0.1% 1.2332
Low 1.2309 1.2196 -0.0113 -0.9% 1.2196
Close 1.2320 1.2201 -0.0119 -1.0% 1.2201
Range 0.0017 0.0120 0.0103 605.9% 0.0136
ATR 0.0068 0.0072 0.0004 5.9% 0.0000
Volume 4 37 33 825.0% 62
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2598 1.2519 1.2267
R3 1.2478 1.2399 1.2234
R2 1.2358 1.2358 1.2223
R1 1.2279 1.2279 1.2212 1.2259
PP 1.2238 1.2238 1.2238 1.2227
S1 1.2159 1.2159 1.2190 1.2139
S2 1.2118 1.2118 1.2179
S3 1.1998 1.2039 1.2168
S4 1.1878 1.1919 1.2135
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2651 1.2562 1.2276
R3 1.2515 1.2426 1.2238
R2 1.2379 1.2379 1.2226
R1 1.2290 1.2290 1.2213 1.2267
PP 1.2243 1.2243 1.2243 1.2231
S1 1.2154 1.2154 1.2189 1.2131
S2 1.2107 1.2107 1.2176
S3 1.1971 1.2018 1.2164
S4 1.1835 1.1882 1.2126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2332 1.2196 0.0136 1.1% 0.0052 0.4% 4% False True 12
10 1.2381 1.2196 0.0185 1.5% 0.0044 0.4% 3% False True 9
20 1.2720 1.2196 0.0524 4.3% 0.0053 0.4% 1% False True 9
40 1.2749 1.2196 0.0553 4.5% 0.0048 0.4% 1% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2826
2.618 1.2630
1.618 1.2510
1.000 1.2436
0.618 1.2390
HIGH 1.2316
0.618 1.2270
0.500 1.2256
0.382 1.2242
LOW 1.2196
0.618 1.2122
1.000 1.2076
1.618 1.2002
2.618 1.1882
4.250 1.1686
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 1.2256 1.2263
PP 1.2238 1.2242
S1 1.2219 1.2222

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

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