CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 1.4380 1.4225 -0.0155 -1.1% 1.4026
High 1.4380 1.4225 -0.0155 -1.1% 1.4268
Low 1.4270 1.4225 -0.0045 -0.3% 1.4026
Close 1.4284 1.4225 -0.0059 -0.4% 1.4268
Range 0.0110 0.0000 -0.0110 -100.0% 0.0242
ATR 0.0082 0.0080 -0.0002 -2.0% 0.0000
Volume 2 4 2 100.0% 11
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4225 1.4225 1.4225
R3 1.4225 1.4225 1.4225
R2 1.4225 1.4225 1.4225
R1 1.4225 1.4225 1.4225 1.4225
PP 1.4225 1.4225 1.4225 1.4225
S1 1.4225 1.4225 1.4225 1.4225
S2 1.4225 1.4225 1.4225
S3 1.4225 1.4225 1.4225
S4 1.4225 1.4225 1.4225
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4913 1.4833 1.4401
R3 1.4671 1.4591 1.4335
R2 1.4429 1.4429 1.4312
R1 1.4349 1.4349 1.4290 1.4389
PP 1.4187 1.4187 1.4187 1.4208
S1 1.4107 1.4107 1.4246 1.4147
S2 1.3945 1.3945 1.4224
S3 1.3703 1.3865 1.4201
S4 1.3461 1.3623 1.4135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4400 1.4225 0.0175 1.2% 0.0023 0.2% 0% False True 3
10 1.4400 1.4026 0.0374 2.6% 0.0030 0.2% 53% False False 2
20 1.4404 1.3830 0.0574 4.0% 0.0032 0.2% 69% False False 3
40 1.4556 1.3830 0.0726 5.1% 0.0027 0.2% 54% False False 2
60 1.4796 1.3830 0.0966 6.8% 0.0019 0.1% 41% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4225
2.618 1.4225
1.618 1.4225
1.000 1.4225
0.618 1.4225
HIGH 1.4225
0.618 1.4225
0.500 1.4225
0.382 1.4225
LOW 1.4225
0.618 1.4225
1.000 1.4225
1.618 1.4225
2.618 1.4225
4.250 1.4225
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 1.4225 1.4313
PP 1.4225 1.4283
S1 1.4225 1.4254

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

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