CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 1.4400 1.4456 0.0056 0.4% 1.4300
High 1.4433 1.4456 0.0023 0.2% 1.4329
Low 1.4320 1.4400 0.0080 0.6% 1.4099
Close 1.4355 1.4412 0.0057 0.4% 1.4211
Range 0.0113 0.0056 -0.0057 -50.4% 0.0230
ATR 0.0109 0.0109 -0.0001 -0.6% 0.0000
Volume 4 18 14 350.0% 90
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4591 1.4557 1.4443
R3 1.4535 1.4501 1.4427
R2 1.4479 1.4479 1.4422
R1 1.4445 1.4445 1.4417 1.4434
PP 1.4423 1.4423 1.4423 1.4417
S1 1.4389 1.4389 1.4407 1.4378
S2 1.4367 1.4367 1.4402
S3 1.4311 1.4333 1.4397
S4 1.4255 1.4277 1.4381
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 1.4456 1.4210 0.0246 1.7% 0.0057 0.4% 82% True False 7
10 1.4456 1.4039 0.0417 2.9% 0.0103 0.7% 89% True False 17
20 1.4456 1.4039 0.0417 2.9% 0.0075 0.5% 89% True False 11
40 1.4456 1.3830 0.0626 4.3% 0.0056 0.4% 93% True False 7
60 1.4556 1.3830 0.0726 5.0% 0.0040 0.3% 80% False False 5
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4694
2.618 1.4603
1.618 1.4547
1.000 1.4512
0.618 1.4491
HIGH 1.4456
0.618 1.4435
0.500 1.4428
0.382 1.4421
LOW 1.4400
0.618 1.4365
1.000 1.4344
1.618 1.4309
2.618 1.4253
4.250 1.4162
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 1.4428 1.4401
PP 1.4423 1.4390
S1 1.4417 1.4379

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

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