CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 1.2286 1.2321 0.0035 0.3% 1.2318
High 1.2286 1.2321 0.0035 0.3% 1.2381
Low 1.2286 1.2321 0.0035 0.3% 1.2236
Close 1.2286 1.2321 0.0035 0.3% 1.2286
Range
ATR 0.0076 0.0073 -0.0003 -3.8% 0.0000
Volume 8 8 0 0.0% 34
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2321 1.2321 1.2321
R3 1.2321 1.2321 1.2321
R2 1.2321 1.2321 1.2321
R1 1.2321 1.2321 1.2321 1.2321
PP 1.2321 1.2321 1.2321 1.2321
S1 1.2321 1.2321 1.2321 1.2321
S2 1.2321 1.2321 1.2321
S3 1.2321 1.2321 1.2321
S4 1.2321 1.2321 1.2321
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2736 1.2656 1.2366
R3 1.2591 1.2511 1.2326
R2 1.2446 1.2446 1.2313
R1 1.2366 1.2366 1.2299 1.2334
PP 1.2301 1.2301 1.2301 1.2285
S1 1.2221 1.2221 1.2273 1.2189
S2 1.2156 1.2156 1.2259
S3 1.2011 1.2076 1.2246
S4 1.1866 1.1931 1.2206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2381 1.2236 0.0145 1.2% 0.0026 0.2% 59% False False 5
10 1.2655 1.2236 0.0419 3.4% 0.0051 0.4% 20% False False 10
20 1.2749 1.2236 0.0513 4.2% 0.0051 0.4% 17% False False 8
40 1.2847 1.2236 0.0611 5.0% 0.0045 0.4% 14% False False 5
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2321
2.618 1.2321
1.618 1.2321
1.000 1.2321
0.618 1.2321
HIGH 1.2321
0.618 1.2321
0.500 1.2321
0.382 1.2321
LOW 1.2321
0.618 1.2321
1.000 1.2321
1.618 1.2321
2.618 1.2321
4.250 1.2321
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 1.2321 1.2307
PP 1.2321 1.2293
S1 1.2321 1.2279

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

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