CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 1.3960 1.4130 0.0170 1.2% 1.4344
High 1.4030 1.4133 0.0103 0.7% 1.4344
Low 1.3960 1.4076 0.0116 0.8% 1.4100
Close 1.4048 1.4041 -0.0007 0.0% 1.4135
Range 0.0070 0.0057 -0.0013 -18.6% 0.0244
ATR 0.0095 0.0094 -0.0001 -0.8% 0.0000
Volume 4 2 -2 -50.0% 12
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4254 1.4205 1.4072
R3 1.4197 1.4148 1.4057
R2 1.4140 1.4140 1.4051
R1 1.4091 1.4091 1.4046 1.4087
PP 1.4083 1.4083 1.4083 1.4082
S1 1.4034 1.4034 1.4036 1.4030
S2 1.4026 1.4026 1.4031
S3 1.3969 1.3977 1.4025
S4 1.3912 1.3920 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 1.4216 1.3830 0.0386 2.7% 0.0063 0.4% 55% False False 3
10 1.4404 1.3830 0.0574 4.1% 0.0035 0.2% 37% False False 3
20 1.4404 1.3830 0.0574 4.1% 0.0033 0.2% 37% False False 3
40 1.4556 1.3830 0.0726 5.2% 0.0020 0.1% 29% 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 True
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4375
2.618 1.4282
1.618 1.4225
1.000 1.4190
0.618 1.4168
HIGH 1.4133
0.618 1.4111
0.500 1.4105
0.382 1.4098
LOW 1.4076
0.618 1.4041
1.000 1.4019
1.618 1.3984
2.618 1.3927
4.250 1.3834
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 1.4105 1.4021
PP 1.4083 1.4001
S1 1.4062 1.3982

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

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