CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 1.4154 1.4079 -0.0075 -0.5% 1.4310
High 1.4180 1.4182 0.0002 0.0% 1.4310
Low 1.4039 1.4079 0.0040 0.3% 1.4039
Close 1.4072 1.4203 0.0131 0.9% 1.4203
Range 0.0141 0.0103 -0.0038 -27.0% 0.0271
ATR 0.0096 0.0097 0.0001 1.1% 0.0000
Volume 31 26 -5 -16.1% 91
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4464 1.4436 1.4260
R3 1.4361 1.4333 1.4231
R2 1.4258 1.4258 1.4222
R1 1.4230 1.4230 1.4212 1.4244
PP 1.4155 1.4155 1.4155 1.4162
S1 1.4127 1.4127 1.4194 1.4141
S2 1.4052 1.4052 1.4184
S3 1.3949 1.4024 1.4175
S4 1.3846 1.3921 1.4146
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4997 1.4871 1.4352
R3 1.4726 1.4600 1.4278
R2 1.4455 1.4455 1.4253
R1 1.4329 1.4329 1.4228 1.4257
PP 1.4184 1.4184 1.4184 1.4148
S1 1.4058 1.4058 1.4178 1.3986
S2 1.3913 1.3913 1.4153
S3 1.3642 1.3787 1.4128
S4 1.3371 1.3516 1.4054
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% 0.0101 0.7% 61% False False 18
10 1.4400 1.4039 0.0361 2.5% 0.0066 0.5% 45% False False 10
20 1.4400 1.3830 0.0570 4.0% 0.0052 0.4% 65% False False 6
40 1.4404 1.3830 0.0574 4.0% 0.0039 0.3% 65% False False 4
60 1.4556 1.3830 0.0726 5.1% 0.0028 0.2% 51% False False 3
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4620
2.618 1.4452
1.618 1.4349
1.000 1.4285
0.618 1.4246
HIGH 1.4182
0.618 1.4143
0.500 1.4131
0.382 1.4118
LOW 1.4079
0.618 1.4015
1.000 1.3976
1.618 1.3912
2.618 1.3809
4.250 1.3641
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 1.4179 1.4184
PP 1.4155 1.4165
S1 1.4131 1.4146

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

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