CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 1.4140 1.4228 0.0088 0.6% 1.4291
High 1.4195 1.4253 0.0058 0.4% 1.4400
Low 1.4110 1.4219 0.0109 0.8% 1.4225
Close 1.4120 1.4238 0.0118 0.8% 1.4284
Range 0.0085 0.0034 -0.0051 -60.0% 0.0175
ATR 0.0084 0.0088 0.0003 4.1% 0.0000
Volume 10 20 10 100.0% 16
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4339 1.4322 1.4257
R3 1.4305 1.4288 1.4247
R2 1.4271 1.4271 1.4244
R1 1.4254 1.4254 1.4241 1.4263
PP 1.4237 1.4237 1.4237 1.4241
S1 1.4220 1.4220 1.4235 1.4229
S2 1.4203 1.4203 1.4232
S3 1.4169 1.4186 1.4229
S4 1.4135 1.4152 1.4219
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 1.4310 1.4110 0.0200 1.4% 0.0061 0.4% 64% False False 8
10 1.4400 1.4110 0.0290 2.0% 0.0047 0.3% 44% False False 5
20 1.4400 1.3830 0.0570 4.0% 0.0046 0.3% 72% False False 4
40 1.4553 1.3830 0.0723 5.1% 0.0035 0.2% 56% False False 3
60 1.4556 1.3830 0.0726 5.1% 0.0024 0.2% 56% False False 3
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4398
2.618 1.4342
1.618 1.4308
1.000 1.4287
0.618 1.4274
HIGH 1.4253
0.618 1.4240
0.500 1.4236
0.382 1.4232
LOW 1.4219
0.618 1.4198
1.000 1.4185
1.618 1.4164
2.618 1.4130
4.250 1.4075
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 1.4237 1.4229
PP 1.4237 1.4219
S1 1.4236 1.4210

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

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