CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 1.4456 1.4350 -0.0106 -0.7% 1.4300
High 1.4456 1.4350 -0.0106 -0.7% 1.4329
Low 1.4400 1.4284 -0.0116 -0.8% 1.4099
Close 1.4412 1.4293 -0.0119 -0.8% 1.4211
Range 0.0056 0.0066 0.0010 17.9% 0.0230
ATR 0.0109 0.0110 0.0001 1.3% 0.0000
Volume 18 12 -6 -33.3% 90
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4507 1.4466 1.4329
R3 1.4441 1.4400 1.4311
R2 1.4375 1.4375 1.4305
R1 1.4334 1.4334 1.4299 1.4322
PP 1.4309 1.4309 1.4309 1.4303
S1 1.4268 1.4268 1.4287 1.4256
S2 1.4243 1.4243 1.4281
S3 1.4177 1.4202 1.4275
S4 1.4111 1.4136 1.4257
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 1.4211 0.0245 1.7% 0.0071 0.5% 33% False False 7
10 1.4456 1.4079 0.0377 2.6% 0.0096 0.7% 57% False False 15
20 1.4456 1.4039 0.0417 2.9% 0.0076 0.5% 61% False False 11
40 1.4456 1.3830 0.0626 4.4% 0.0057 0.4% 74% False False 7
60 1.4556 1.3830 0.0726 5.1% 0.0041 0.3% 64% 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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4631
2.618 1.4523
1.618 1.4457
1.000 1.4416
0.618 1.4391
HIGH 1.4350
0.618 1.4325
0.500 1.4317
0.382 1.4309
LOW 1.4284
0.618 1.4243
1.000 1.4218
1.618 1.4177
2.618 1.4111
4.250 1.4004
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 1.4317 1.4370
PP 1.4309 1.4344
S1 1.4301 1.4319

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

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