CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	1.2138	1.2143	0.0005	0.0%	1.2321
High	1.2171	1.2143	-0.0028	-0.2%	1.2332
Low	1.2110	1.2090	-0.0020	-0.2%	1.2196
Close	1.2171	1.2105	-0.0066	-0.5%	1.2201
Range	0.0061	0.0053	-0.0008	-13.1%	0.0136
ATR	0.0073	0.0074	0.0001	0.8%	0.0000
Volume	12	29	17	141.7%	62

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2272	1.2241	1.2134
R3	1.2219	1.2188	1.2120
R2	1.2166	1.2166	1.2115
R1	1.2135	1.2135	1.2110	1.2124
PP	1.2113	1.2113	1.2113	1.2107
S1	1.2082	1.2082	1.2100	1.2071
S2	1.2060	1.2060	1.2095
S3	1.2007	1.2029	1.2090
S4	1.1954	1.1976	1.2076

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	1.2330	1.2090	0.0240	2.0%	0.0063	0.5%	6%	False	True	17
10	1.2332	1.2090	0.0242	2.0%	0.0042	0.4%	6%	False	True	11
20	1.2720	1.2090	0.0630	5.2%	0.0057	0.5%	2%	False	True	11
40	1.2749	1.2090	0.0659	5.4%	0.0050	0.4%	2%	False	True	7

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	False
Stretch	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2368
2.618	1.2282
1.618	1.2229
1.000	1.2196
0.618	1.2176
HIGH	1.2143
0.618	1.2123
0.500	1.2117
0.382	1.2110
LOW	1.2090
0.618	1.2057
1.000	1.2037
1.618	1.2004
2.618	1.1951
4.250	1.1865

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	1.2117	1.2203
PP	1.2113	1.2170
S1	1.2109	1.2138

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