CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 1.4350 1.4384 0.0034 0.2% 1.4302
High 1.4350 1.4384 0.0034 0.2% 1.4456
Low 1.4284 1.4368 0.0084 0.6% 1.4284
Close 1.4293 1.4358 0.0065 0.5% 1.4358
Range 0.0066 0.0016 -0.0050 -75.8% 0.0172
ATR 0.0110 0.0109 -0.0001 -1.2% 0.0000
Volume 12 5 -7 -58.3% 40
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4418 1.4404 1.4367
R3 1.4402 1.4388 1.4362
R2 1.4386 1.4386 1.4361
R1 1.4372 1.4372 1.4359 1.4371
PP 1.4370 1.4370 1.4370 1.4370
S1 1.4356 1.4356 1.4357 1.4355
S2 1.4354 1.4354 1.4355
S3 1.4338 1.4340 1.4354
S4 1.4322 1.4324 1.4349
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4882 1.4792 1.4453
R3 1.4710 1.4620 1.4405
R2 1.4538 1.4538 1.4390
R1 1.4448 1.4448 1.4374 1.4493
PP 1.4366 1.4366 1.4366 1.4389
S1 1.4276 1.4276 1.4342 1.4321
S2 1.4194 1.4194 1.4326
S3 1.4022 1.4104 1.4311
S4 1.3850 1.3932 1.4263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4456 1.4284 0.0172 1.2% 0.0074 0.5% 43% False False 8
10 1.4456 1.4099 0.0357 2.5% 0.0087 0.6% 73% False False 13
20 1.4456 1.4039 0.0417 2.9% 0.0077 0.5% 76% False False 11
40 1.4456 1.3830 0.0626 4.4% 0.0058 0.4% 84% False False 7
60 1.4556 1.3830 0.0726 5.1% 0.0042 0.3% 73% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4452
2.618 1.4426
1.618 1.4410
1.000 1.4400
0.618 1.4394
HIGH 1.4384
0.618 1.4378
0.500 1.4376
0.382 1.4374
LOW 1.4368
0.618 1.4358
1.000 1.4352
1.618 1.4342
2.618 1.4326
4.250 1.4300
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 1.4376 1.4370
PP 1.4370 1.4366
S1 1.4364 1.4362

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

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