CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 1.4344 1.4451 0.0107 0.7% 1.4302
High 1.4344 1.4451 0.0107 0.7% 1.4456
Low 1.4344 1.4375 0.0031 0.2% 1.4284
Close 1.4344 1.4396 0.0052 0.4% 1.4358
Range 0.0000 0.0076 0.0076 0.0172
ATR 0.0102 0.0102 0.0000 0.3% 0.0000
Volume 11 11 0 0.0% 40
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4635 1.4592 1.4438
R3 1.4559 1.4516 1.4417
R2 1.4483 1.4483 1.4410
R1 1.4440 1.4440 1.4403 1.4424
PP 1.4407 1.4407 1.4407 1.4399
S1 1.4364 1.4364 1.4389 1.4348
S2 1.4331 1.4331 1.4382
S3 1.4255 1.4288 1.4375
S4 1.4179 1.4212 1.4354
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% 0.0043 0.3% 65% False False 11
10 1.4456 1.4150 0.0306 2.1% 0.0060 0.4% 80% False False 12
20 1.4456 1.4039 0.0417 2.9% 0.0080 0.6% 86% False False 12
40 1.4456 1.3830 0.0626 4.3% 0.0054 0.4% 90% False False 8
60 1.4556 1.3830 0.0726 5.0% 0.0043 0.3% 78% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4774
2.618 1.4650
1.618 1.4574
1.000 1.4527
0.618 1.4498
HIGH 1.4451
0.618 1.4422
0.500 1.4413
0.382 1.4404
LOW 1.4375
0.618 1.4328
1.000 1.4299
1.618 1.4252
2.618 1.4176
4.250 1.4052
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 1.4413 1.4398
PP 1.4407 1.4397
S1 1.4402 1.4397

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

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