CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 1.4451 1.4420 -0.0031 -0.2% 1.4302
High 1.4451 1.4420 -0.0031 -0.2% 1.4456
Low 1.4375 1.4390 0.0015 0.1% 1.4284
Close 1.4396 1.4387 -0.0009 -0.1% 1.4358
Range 0.0076 0.0030 -0.0046 -60.5% 0.0172
ATR 0.0102 0.0097 -0.0005 -5.1% 0.0000
Volume 11 3 -8 -72.7% 40
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.4489 1.4468 1.4404
R3 1.4459 1.4438 1.4395
R2 1.4429 1.4429 1.4393
R1 1.4408 1.4408 1.4390 1.4404
PP 1.4399 1.4399 1.4399 1.4397
S1 1.4378 1.4378 1.4384 1.4374
S2 1.4369 1.4369 1.4382
S3 1.4339 1.4348 1.4379
S4 1.4309 1.4318 1.4371
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 1.4451 1.4284 0.0167 1.2% 0.0038 0.3% 62% False False 8
10 1.4456 1.4210 0.0246 1.7% 0.0048 0.3% 72% False False 7
20 1.4456 1.4039 0.0417 2.9% 0.0076 0.5% 83% False False 12
40 1.4456 1.3830 0.0626 4.4% 0.0055 0.4% 89% False False 8
60 1.4556 1.3830 0.0726 5.0% 0.0044 0.3% 77% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4548
2.618 1.4499
1.618 1.4469
1.000 1.4450
0.618 1.4439
HIGH 1.4420
0.618 1.4409
0.500 1.4405
0.382 1.4401
LOW 1.4390
0.618 1.4371
1.000 1.4360
1.618 1.4341
2.618 1.4311
4.250 1.4263
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 1.4405 1.4398
PP 1.4399 1.4394
S1 1.4393 1.4391

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

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