CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 1.2324 1.2326 0.0002 0.0% 1.2318
High 1.2330 1.2326 -0.0004 0.0% 1.2381
Low 1.2267 1.2309 0.0042 0.3% 1.2236
Close 1.2306 1.2320 0.0014 0.1% 1.2286
Range 0.0063 0.0017 -0.0046 -73.0% 0.0145
ATR 0.0072 0.0068 -0.0004 -5.1% 0.0000
Volume 5 4 -1 -20.0% 34
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2369 1.2362 1.2329
R3 1.2352 1.2345 1.2325
R2 1.2335 1.2335 1.2323
R1 1.2328 1.2328 1.2322 1.2323
PP 1.2318 1.2318 1.2318 1.2316
S1 1.2311 1.2311 1.2318 1.2306
S2 1.2301 1.2301 1.2317
S3 1.2284 1.2294 1.2315
S4 1.2267 1.2277 1.2311
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 1.2267 0.0065 0.5% 0.0028 0.2% 82% False False 6
10 1.2430 1.2236 0.0194 1.6% 0.0043 0.3% 43% False False 10
20 1.2720 1.2236 0.0484 3.9% 0.0047 0.4% 17% False False 7
40 1.2749 1.2236 0.0513 4.2% 0.0046 0.4% 16% False False 5
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2398
2.618 1.2371
1.618 1.2354
1.000 1.2343
0.618 1.2337
HIGH 1.2326
0.618 1.2320
0.500 1.2318
0.382 1.2315
LOW 1.2309
0.618 1.2298
1.000 1.2292
1.618 1.2281
2.618 1.2264
4.250 1.2237
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 1.2319 1.2313
PP 1.2318 1.2306
S1 1.2318 1.2300

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

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