CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 1.4027 1.4164 0.0137 1.0% 1.3930
High 1.4118 1.4172 0.0054 0.4% 1.4133
Low 1.4027 1.4125 0.0098 0.7% 1.3830
Close 1.4133 1.4315 0.0182 1.3% 1.4044
Range 0.0091 0.0047 -0.0044 -48.4% 0.0303
ATR 0.0083 0.0080 -0.0003 -3.1% 0.0000
Volume 1 4 3 300.0% 21
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4345 1.4377 1.4341
R3 1.4298 1.4330 1.4328
R2 1.4251 1.4251 1.4324
R1 1.4283 1.4283 1.4319 1.4267
PP 1.4204 1.4204 1.4204 1.4196
S1 1.4236 1.4236 1.4311 1.4220
S2 1.4157 1.4157 1.4306
S3 1.4110 1.4189 1.4302
S4 1.4063 1.4142 1.4289
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 1.4172 1.4026 0.0146 1.0% 0.0037 0.3% 198% True False 2
10 1.4216 1.3830 0.0386 2.7% 0.0050 0.3% 126% False False 3
20 1.4404 1.3830 0.0574 4.0% 0.0039 0.3% 84% False False 3
40 1.4556 1.3830 0.0726 5.1% 0.0024 0.2% 67% 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4372
2.618 1.4295
1.618 1.4248
1.000 1.4219
0.618 1.4201
HIGH 1.4172
0.618 1.4154
0.500 1.4149
0.382 1.4143
LOW 1.4125
0.618 1.4096
1.000 1.4078
1.618 1.4049
2.618 1.4002
4.250 1.3925
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 1.4260 1.4243
PP 1.4204 1.4171
S1 1.4149 1.4100

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

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