CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 1.4130 1.4035 -0.0095 -0.7% 1.3930
High 1.4133 1.4080 -0.0053 -0.4% 1.4133
Low 1.4076 1.4035 -0.0041 -0.3% 1.3830
Close 1.4041 1.4044 0.0003 0.0% 1.4044
Range 0.0057 0.0045 -0.0012 -21.1% 0.0303
ATR 0.0094 0.0091 -0.0004 -3.7% 0.0000
Volume 2 5 3 150.0% 21
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4188 1.4161 1.4069
R3 1.4143 1.4116 1.4056
R2 1.4098 1.4098 1.4052
R1 1.4071 1.4071 1.4048 1.4085
PP 1.4053 1.4053 1.4053 1.4060
S1 1.4026 1.4026 1.4040 1.4040
S2 1.4008 1.4008 1.4036
S3 1.3963 1.3981 1.4032
S4 1.3918 1.3936 1.4019
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4911 1.4781 1.4211
R3 1.4608 1.4478 1.4127
R2 1.4305 1.4305 1.4100
R1 1.4175 1.4175 1.4072 1.4240
PP 1.4002 1.4002 1.4002 1.4035
S1 1.3872 1.3872 1.4016 1.3937
S2 1.3699 1.3699 1.3988
S3 1.3396 1.3569 1.3961
S4 1.3093 1.3266 1.3877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4133 1.3830 0.0303 2.2% 0.0048 0.3% 71% False False 4
10 1.4393 1.3830 0.0563 4.0% 0.0039 0.3% 38% False False 3
20 1.4404 1.3830 0.0574 4.1% 0.0035 0.2% 37% False False 3
40 1.4556 1.3830 0.0726 5.2% 0.0021 0.1% 29% False False 2
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4271
2.618 1.4198
1.618 1.4153
1.000 1.4125
0.618 1.4108
HIGH 1.4080
0.618 1.4063
0.500 1.4058
0.382 1.4052
LOW 1.4035
0.618 1.4007
1.000 1.3990
1.618 1.3962
2.618 1.3917
4.250 1.3844
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 1.4058 1.4047
PP 1.4053 1.4046
S1 1.4049 1.4045

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

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