CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 1.4228 1.4154 -0.0074 -0.5% 1.4291
High 1.4253 1.4180 -0.0073 -0.5% 1.4400
Low 1.4219 1.4039 -0.0180 -1.3% 1.4225
Close 1.4238 1.4072 -0.0166 -1.2% 1.4284
Range 0.0034 0.0141 0.0107 314.7% 0.0175
ATR 0.0088 0.0096 0.0008 9.0% 0.0000
Volume 20 31 11 55.0% 16
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4520 1.4437 1.4150
R3 1.4379 1.4296 1.4111
R2 1.4238 1.4238 1.4098
R1 1.4155 1.4155 1.4085 1.4126
PP 1.4097 1.4097 1.4097 1.4083
S1 1.4014 1.4014 1.4059 1.3985
S2 1.3956 1.3956 1.4046
S3 1.3815 1.3873 1.4033
S4 1.3674 1.3732 1.3994
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 1.4039 0.0271 1.9% 0.0089 0.6% 12% False True 13
10 1.4400 1.4039 0.0361 2.6% 0.0056 0.4% 9% False True 8
20 1.4400 1.3830 0.0570 4.1% 0.0053 0.4% 42% False False 5
40 1.4404 1.3830 0.0574 4.1% 0.0036 0.3% 42% False False 4
60 1.4556 1.3830 0.0726 5.2% 0.0027 0.2% 33% False False 3
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4779
2.618 1.4549
1.618 1.4408
1.000 1.4321
0.618 1.4267
HIGH 1.4180
0.618 1.4126
0.500 1.4110
0.382 1.4093
LOW 1.4039
0.618 1.3952
1.000 1.3898
1.618 1.3811
2.618 1.3670
4.250 1.3440
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 1.4110 1.4146
PP 1.4097 1.4121
S1 1.4085 1.4097

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

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