CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 1.4277 1.4310 0.0033 0.2% 1.4291
High 1.4300 1.4310 0.0010 0.1% 1.4400
Low 1.4257 1.4168 -0.0089 -0.6% 1.4225
Close 1.4284 1.4185 -0.0099 -0.7% 1.4284
Range 0.0043 0.0142 0.0099 230.2% 0.0175
ATR 0.0080 0.0084 0.0004 5.5% 0.0000
Volume 4 4 0 0.0% 16
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4647 1.4558 1.4263
R3 1.4505 1.4416 1.4224
R2 1.4363 1.4363 1.4211
R1 1.4274 1.4274 1.4198 1.4248
PP 1.4221 1.4221 1.4221 1.4208
S1 1.4132 1.4132 1.4172 1.4106
S2 1.4079 1.4079 1.4159
S3 1.3937 1.3990 1.4146
S4 1.3795 1.3848 1.4107
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 1.4168 0.0232 1.6% 0.0060 0.4% 7% False True 3
10 1.4400 1.4027 0.0373 2.6% 0.0044 0.3% 42% False False 2
20 1.4400 1.3830 0.0570 4.0% 0.0042 0.3% 62% False False 3
40 1.4556 1.3830 0.0726 5.1% 0.0032 0.2% 49% False False 2
60 1.4556 1.3830 0.0726 5.1% 0.0022 0.2% 49% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.4914
2.618 1.4682
1.618 1.4540
1.000 1.4452
0.618 1.4398
HIGH 1.4310
0.618 1.4256
0.500 1.4239
0.382 1.4222
LOW 1.4168
0.618 1.4080
1.000 1.4026
1.618 1.3938
2.618 1.3796
4.250 1.3565
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 1.4239 1.4239
PP 1.4221 1.4221
S1 1.4203 1.4203

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

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