CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 1.2321 1.2270 -0.0051 -0.4% 1.2318
High 1.2321 1.2332 0.0011 0.1% 1.2381
Low 1.2321 1.2270 -0.0051 -0.4% 1.2236
Close 1.2321 1.2332 0.0011 0.1% 1.2286
Range 0.0000 0.0062 0.0062 0.0145
ATR 0.0073 0.0072 -0.0001 -1.1% 0.0000
Volume 8 8 0 0.0% 34
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2497 1.2477 1.2366
R3 1.2435 1.2415 1.2349
R2 1.2373 1.2373 1.2343
R1 1.2353 1.2353 1.2338 1.2363
PP 1.2311 1.2311 1.2311 1.2317
S1 1.2291 1.2291 1.2326 1.2301
S2 1.2249 1.2249 1.2321
S3 1.2187 1.2229 1.2315
S4 1.2125 1.2167 1.2298
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 1.2332 1.2236 0.0096 0.8% 0.0022 0.2% 100% True False 6
10 1.2654 1.2236 0.0418 3.4% 0.0054 0.4% 23% False False 10
20 1.2749 1.2236 0.0513 4.2% 0.0049 0.4% 19% False False 8
40 1.2847 1.2236 0.0611 5.0% 0.0045 0.4% 16% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2596
2.618 1.2494
1.618 1.2432
1.000 1.2394
0.618 1.2370
HIGH 1.2332
0.618 1.2308
0.500 1.2301
0.382 1.2294
LOW 1.2270
0.618 1.2232
1.000 1.2208
1.618 1.2170
2.618 1.2108
4.250 1.2007
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 1.2322 1.2322
PP 1.2311 1.2311
S1 1.2301 1.2301

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

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