CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 1.4226 1.4300 0.0074 0.5% 1.4310
High 1.4329 1.4300 -0.0029 -0.2% 1.4310
Low 1.4180 1.4150 -0.0030 -0.2% 1.4039
Close 1.4178 1.4170 -0.0008 -0.1% 1.4203
Range 0.0149 0.0150 0.0001 0.7% 0.0271
ATR 0.0110 0.0112 0.0003 2.6% 0.0000
Volume 15 46 31 206.7% 91
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4657 1.4563 1.4253
R3 1.4507 1.4413 1.4211
R2 1.4357 1.4357 1.4198
R1 1.4263 1.4263 1.4184 1.4235
PP 1.4207 1.4207 1.4207 1.4193
S1 1.4113 1.4113 1.4156 1.4085
S2 1.4057 1.4057 1.4143
S3 1.3907 1.3963 1.4129
S4 1.3757 1.3813 1.4088
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 1.4329 1.4039 0.0290 2.0% 0.0149 1.1% 45% False False 26
10 1.4329 1.4039 0.0290 2.0% 0.0105 0.7% 45% False False 17
20 1.4400 1.4026 0.0374 2.6% 0.0070 0.5% 39% False False 10
40 1.4404 1.3830 0.0574 4.1% 0.0051 0.4% 59% False False 6
60 1.4556 1.3830 0.0726 5.1% 0.0036 0.3% 47% False False 5
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4938
2.618 1.4693
1.618 1.4543
1.000 1.4450
0.618 1.4393
HIGH 1.4300
0.618 1.4243
0.500 1.4225
0.382 1.4207
LOW 1.4150
0.618 1.4057
1.000 1.4000
1.618 1.3907
2.618 1.3757
4.250 1.3513
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 1.4225 1.4214
PP 1.4207 1.4199
S1 1.4188 1.4185

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

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