CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 1.3830 1.3960 0.0130 0.9% 1.4344
High 1.3900 1.4030 0.0130 0.9% 1.4344
Low 1.3830 1.3960 0.0130 0.9% 1.4100
Close 1.3936 1.4048 0.0112 0.8% 1.4135
Range 0.0070 0.0070 0.0000 0.0% 0.0244
ATR 0.0095 0.0095 0.0000 -0.1% 0.0000
Volume 5 4 -1 -20.0% 12
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4223 1.4205 1.4087
R3 1.4153 1.4135 1.4067
R2 1.4083 1.4083 1.4061
R1 1.4065 1.4065 1.4054 1.4074
PP 1.4013 1.4013 1.4013 1.4017
S1 1.3995 1.3995 1.4042 1.4004
S2 1.3943 1.3943 1.4035
S3 1.3873 1.3925 1.4029
S4 1.3803 1.3855 1.4010
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4925 1.4774 1.4269
R3 1.4681 1.4530 1.4202
R2 1.4437 1.4437 1.4180
R1 1.4286 1.4286 1.4157 1.4240
PP 1.4193 1.4193 1.4193 1.4170
S1 1.4042 1.4042 1.4113 1.3996
S2 1.3949 1.3949 1.4090
S3 1.3705 1.3798 1.4068
S4 1.3461 1.3554 1.4001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4237 1.3830 0.0407 2.9% 0.0051 0.4% 54% False False 4
10 1.4404 1.3830 0.0574 4.1% 0.0032 0.2% 38% False False 4
20 1.4404 1.3830 0.0574 4.1% 0.0033 0.2% 38% False False 3
40 1.4556 1.3830 0.0726 5.2% 0.0018 0.1% 30% False False 2
Crabel Price Patterns
NR False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.4328
2.618 1.4213
1.618 1.4143
1.000 1.4100
0.618 1.4073
HIGH 1.4030
0.618 1.4003
0.500 1.3995
0.382 1.3987
LOW 1.3960
0.618 1.3917
1.000 1.3890
1.618 1.3847
2.618 1.3777
4.250 1.3663
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 1.4030 1.4009
PP 1.4013 1.3969
S1 1.3995 1.3930

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

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