CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 1.2417 1.2432 0.0015 0.1% 1.2271
High 1.2417 1.2432 0.0015 0.1% 1.2417
Low 1.2412 1.2432 0.0020 0.2% 1.2204
Close 1.2412 1.2432 0.0020 0.2% 1.2412
Range 0.0005 0.0000 -0.0005 -100.0% 0.0213
ATR 0.0093 0.0088 -0.0005 -5.6% 0.0000
Volume 4 2 -2 -50.0% 32
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2432 1.2432 1.2432
R3 1.2432 1.2432 1.2432
R2 1.2432 1.2432 1.2432
R1 1.2432 1.2432 1.2432 1.2432
PP 1.2432 1.2432 1.2432 1.2432
S1 1.2432 1.2432 1.2432 1.2432
S2 1.2432 1.2432 1.2432
S3 1.2432 1.2432 1.2432
S4 1.2432 1.2432 1.2432
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2983 1.2911 1.2529
R3 1.2770 1.2698 1.2471
R2 1.2557 1.2557 1.2451
R1 1.2485 1.2485 1.2432 1.2521
PP 1.2344 1.2344 1.2344 1.2363
S1 1.2272 1.2272 1.2392 1.2308
S2 1.2131 1.2131 1.2373
S3 1.1918 1.2059 1.2353
S4 1.1705 1.1846 1.2295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2432 1.2204 0.0228 1.8% 0.0035 0.3% 100% True False 4
10 1.2432 1.2090 0.0342 2.8% 0.0042 0.3% 100% True False 9
20 1.2432 1.2090 0.0342 2.8% 0.0044 0.4% 100% True False 9
40 1.2749 1.2090 0.0659 5.3% 0.0051 0.4% 52% False False 8
60 1.2968 1.2090 0.0878 7.1% 0.0044 0.4% 39% False False 6
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2432
2.618 1.2432
1.618 1.2432
1.000 1.2432
0.618 1.2432
HIGH 1.2432
0.618 1.2432
0.500 1.2432
0.382 1.2432
LOW 1.2432
0.618 1.2432
1.000 1.2432
1.618 1.2432
2.618 1.2432
4.250 1.2432
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 1.2432 1.2394
PP 1.2432 1.2356
S1 1.2432 1.2318

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

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