CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 1.4225 1.4277 0.0052 0.4% 1.4291
High 1.4225 1.4300 0.0075 0.5% 1.4400
Low 1.4225 1.4257 0.0032 0.2% 1.4225
Close 1.4225 1.4284 0.0059 0.4% 1.4284
Range 0.0000 0.0043 0.0043 0.0175
ATR 0.0080 0.0080 0.0000 -0.5% 0.0000
Volume 4 4 0 0.0% 16
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4409 1.4390 1.4308
R3 1.4366 1.4347 1.4296
R2 1.4323 1.4323 1.4292
R1 1.4304 1.4304 1.4288 1.4314
PP 1.4280 1.4280 1.4280 1.4285
S1 1.4261 1.4261 1.4280 1.4271
S2 1.4237 1.4237 1.4276
S3 1.4194 1.4218 1.4272
S4 1.4151 1.4175 1.4260
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.4828 1.4731 1.4380
R3 1.4653 1.4556 1.4332
R2 1.4478 1.4478 1.4316
R1 1.4381 1.4381 1.4300 1.4342
PP 1.4303 1.4303 1.4303 1.4284
S1 1.4206 1.4206 1.4268 1.4167
S2 1.4128 1.4128 1.4252
S3 1.3953 1.4031 1.4236
S4 1.3778 1.3856 1.4188
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% 0.0032 0.2% 34% False False 3
10 1.4400 1.4026 0.0374 2.6% 0.0030 0.2% 69% False False 2
20 1.4400 1.3830 0.0570 4.0% 0.0034 0.2% 80% False False 3
40 1.4556 1.3830 0.0726 5.1% 0.0028 0.2% 63% False False 2
60 1.4556 1.3830 0.0726 5.1% 0.0020 0.1% 63% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4483
2.618 1.4413
1.618 1.4370
1.000 1.4343
0.618 1.4327
HIGH 1.4300
0.618 1.4284
0.500 1.4279
0.382 1.4273
LOW 1.4257
0.618 1.4230
1.000 1.4214
1.618 1.4187
2.618 1.4144
4.250 1.4074
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 1.4282 1.4303
PP 1.4280 1.4296
S1 1.4279 1.4290

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

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