CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 1.4194 1.4237 0.0043 0.3% 1.3993
High 1.4210 1.4237 0.0027 0.2% 1.4404
Low 1.4175 1.4237 0.0062 0.4% 1.3970
Close 1.4184 1.4237 0.0053 0.4% 1.4393
Range 0.0035 0.0000 -0.0035 -100.0% 0.0434
ATR 0.0085 0.0083 -0.0002 -2.7% 0.0000
Volume 1 3 2 200.0% 27
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4237 1.4237 1.4237
R3 1.4237 1.4237 1.4237
R2 1.4237 1.4237 1.4237
R1 1.4237 1.4237 1.4237 1.4237
PP 1.4237 1.4237 1.4237 1.4237
S1 1.4237 1.4237 1.4237 1.4237
S2 1.4237 1.4237 1.4237
S3 1.4237 1.4237 1.4237
S4 1.4237 1.4237 1.4237
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5558 1.5409 1.4632
R3 1.5124 1.4975 1.4512
R2 1.4690 1.4690 1.4473
R1 1.4541 1.4541 1.4433 1.4616
PP 1.4256 1.4256 1.4256 1.4293
S1 1.4107 1.4107 1.4353 1.4182
S2 1.3822 1.3822 1.4313
S3 1.3388 1.3673 1.4274
S4 1.2954 1.3239 1.4154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4404 1.4175 0.0229 1.6% 0.0007 0.0% 27% False False 3
10 1.4404 1.3970 0.0434 3.0% 0.0028 0.2% 62% False False 3
20 1.4404 1.3970 0.0434 3.0% 0.0020 0.1% 62% False False 2
40 1.4556 1.3926 0.0630 4.4% 0.0014 0.1% 49% False False 2
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4237
2.618 1.4237
1.618 1.4237
1.000 1.4237
0.618 1.4237
HIGH 1.4237
0.618 1.4237
0.500 1.4237
0.382 1.4237
LOW 1.4237
0.618 1.4237
1.000 1.4237
1.618 1.4237
2.618 1.4237
4.250 1.4237
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 1.4237 1.4260
PP 1.4237 1.4252
S1 1.4237 1.4245

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

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