CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 1.4211 1.4302 0.0091 0.6% 1.4300
High 1.4211 1.4420 0.0209 1.5% 1.4329
Low 1.4211 1.4302 0.0091 0.6% 1.4099
Close 1.4211 1.4411 0.0200 1.4% 1.4211
Range 0.0000 0.0118 0.0118 0.0230
ATR 0.0102 0.0109 0.0008 7.6% 0.0000
Volume 1 1 0 0.0% 90
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4732 1.4689 1.4476
R3 1.4614 1.4571 1.4443
R2 1.4496 1.4496 1.4433
R1 1.4453 1.4453 1.4422 1.4475
PP 1.4378 1.4378 1.4378 1.4388
S1 1.4335 1.4335 1.4400 1.4357
S2 1.4260 1.4260 1.4389
S3 1.4142 1.4217 1.4379
S4 1.4024 1.4099 1.4346
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4903 1.4787 1.4338
R3 1.4673 1.4557 1.4274
R2 1.4443 1.4443 1.4253
R1 1.4327 1.4327 1.4232 1.4270
PP 1.4213 1.4213 1.4213 1.4185
S1 1.4097 1.4097 1.4190 1.4040
S2 1.3983 1.3983 1.4169
S3 1.3753 1.3867 1.4148
S4 1.3523 1.3637 1.4085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4420 1.4150 0.0270 1.9% 0.0083 0.6% 97% True False 15
10 1.4420 1.4039 0.0381 2.6% 0.0098 0.7% 98% True False 17
20 1.4420 1.4027 0.0393 2.7% 0.0071 0.5% 98% True False 10
40 1.4420 1.3830 0.0590 4.1% 0.0051 0.4% 98% True False 6
60 1.4556 1.3830 0.0726 5.0% 0.0038 0.3% 80% 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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4922
2.618 1.4729
1.618 1.4611
1.000 1.4538
0.618 1.4493
HIGH 1.4420
0.618 1.4375
0.500 1.4361
0.382 1.4347
LOW 1.4302
0.618 1.4229
1.000 1.4184
1.618 1.4111
2.618 1.3993
4.250 1.3801
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 1.4394 1.4379
PP 1.4378 1.4347
S1 1.4361 1.4315

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

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