CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 1.4026 1.4029 0.0003 0.0% 1.3930
High 1.4026 1.4029 0.0003 0.0% 1.4133
Low 1.4026 1.4029 0.0003 0.0% 1.3830
Close 1.3996 1.4045 0.0049 0.4% 1.4044
Range
ATR 0.0086 0.0082 -0.0004 -4.4% 0.0000
Volume 2 1 -1 -50.0% 21
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4034 1.4040 1.4045
R3 1.4034 1.4040 1.4045
R2 1.4034 1.4034 1.4045
R1 1.4040 1.4040 1.4045 1.4037
PP 1.4034 1.4034 1.4034 1.4033
S1 1.4040 1.4040 1.4045 1.4037
S2 1.4034 1.4034 1.4045
S3 1.4034 1.4040 1.4045
S4 1.4034 1.4040 1.4045
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 1.3960 0.0173 1.2% 0.0034 0.2% 49% False False 2
10 1.4237 1.3830 0.0407 2.9% 0.0039 0.3% 53% False False 3
20 1.4404 1.3830 0.0574 4.1% 0.0032 0.2% 37% False False 3
40 1.4556 1.3830 0.0726 5.2% 0.0021 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.4029
2.618 1.4029
1.618 1.4029
1.000 1.4029
0.618 1.4029
HIGH 1.4029
0.618 1.4029
0.500 1.4029
0.382 1.4029
LOW 1.4029
0.618 1.4029
1.000 1.4029
1.618 1.4029
2.618 1.4029
4.250 1.4029
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 1.4040 1.4053
PP 1.4034 1.4050
S1 1.4029 1.4048

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

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