CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 1.2395 1.2384 -0.0011 -0.1% 1.2310
High 1.2395 1.2384 -0.0011 -0.1% 1.2405
Low 1.2350 1.2384 0.0034 0.3% 1.2310
Close 1.2357 1.2384 0.0027 0.2% 1.2357
Range 0.0045 0.0000 -0.0045 -100.0% 0.0095
ATR 0.0069 0.0066 -0.0003 -4.3% 0.0000
Volume 9 10 1 11.1% 19
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2384 1.2384 1.2384
R3 1.2384 1.2384 1.2384
R2 1.2384 1.2384 1.2384
R1 1.2384 1.2384 1.2384 1.2384
PP 1.2384 1.2384 1.2384 1.2384
S1 1.2384 1.2384 1.2384 1.2384
S2 1.2384 1.2384 1.2384
S3 1.2384 1.2384 1.2384
S4 1.2384 1.2384 1.2384
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2642 1.2595 1.2409
R3 1.2547 1.2500 1.2383
R2 1.2452 1.2452 1.2374
R1 1.2405 1.2405 1.2366 1.2429
PP 1.2357 1.2357 1.2357 1.2369
S1 1.2310 1.2310 1.2348 1.2334
S2 1.2262 1.2262 1.2340
S3 1.2167 1.2215 1.2331
S4 1.2072 1.2120 1.2305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2405 1.2318 0.0087 0.7% 0.0018 0.1% 76% False False 5
10 1.2449 1.2300 0.0149 1.2% 0.0019 0.2% 56% False False 3
20 1.2449 1.2090 0.0359 2.9% 0.0031 0.2% 82% False False 6
40 1.2720 1.2090 0.0630 5.1% 0.0043 0.3% 47% False False 8
60 1.2749 1.2090 0.0659 5.3% 0.0043 0.3% 45% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2384
2.618 1.2384
1.618 1.2384
1.000 1.2384
0.618 1.2384
HIGH 1.2384
0.618 1.2384
0.500 1.2384
0.382 1.2384
LOW 1.2384
0.618 1.2384
1.000 1.2384
1.618 1.2384
2.618 1.2384
4.250 1.2384
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 1.2384 1.2382
PP 1.2384 1.2380
S1 1.2384 1.2378

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

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