CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 1.4079 1.4300 0.0221 1.6% 1.4310
High 1.4182 1.4300 0.0118 0.8% 1.4310
Low 1.4079 1.4099 0.0020 0.1% 1.4039
Close 1.4203 1.4151 -0.0052 -0.4% 1.4203
Range 0.0103 0.0201 0.0098 95.1% 0.0271
ATR 0.0097 0.0104 0.0007 7.7% 0.0000
Volume 26 16 -10 -38.5% 91
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4786 1.4670 1.4262
R3 1.4585 1.4469 1.4206
R2 1.4384 1.4384 1.4188
R1 1.4268 1.4268 1.4169 1.4226
PP 1.4183 1.4183 1.4183 1.4162
S1 1.4067 1.4067 1.4133 1.4025
S2 1.3982 1.3982 1.4114
S3 1.3781 1.3866 1.4096
S4 1.3580 1.3665 1.4040
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 1.4300 1.4039 0.0261 1.8% 0.0113 0.8% 43% True False 20
10 1.4400 1.4039 0.0361 2.6% 0.0086 0.6% 31% False False 12
20 1.4400 1.3830 0.0570 4.0% 0.0062 0.4% 56% False False 7
40 1.4404 1.3830 0.0574 4.1% 0.0044 0.3% 56% False False 5
60 1.4556 1.3830 0.0726 5.1% 0.0032 0.2% 44% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 29 trading days
Fibonacci Retracements and Extensions
4.250 1.5154
2.618 1.4826
1.618 1.4625
1.000 1.4501
0.618 1.4424
HIGH 1.4300
0.618 1.4223
0.500 1.4200
0.382 1.4176
LOW 1.4099
0.618 1.3975
1.000 1.3898
1.618 1.3774
2.618 1.3573
4.250 1.3245
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 1.4200 1.4170
PP 1.4183 1.4163
S1 1.4167 1.4157

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

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