CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 1.2292 1.2138 -0.0154 -1.3% 1.2321
High 1.2316 1.2171 -0.0145 -1.2% 1.2332
Low 1.2196 1.2110 -0.0086 -0.7% 1.2196
Close 1.2201 1.2171 -0.0030 -0.2% 1.2201
Range 0.0120 0.0061 -0.0059 -49.2% 0.0136
ATR 0.0072 0.0073 0.0001 1.9% 0.0000
Volume 37 12 -25 -67.6% 62
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2334 1.2313 1.2205
R3 1.2273 1.2252 1.2188
R2 1.2212 1.2212 1.2182
R1 1.2191 1.2191 1.2177 1.2202
PP 1.2151 1.2151 1.2151 1.2156
S1 1.2130 1.2130 1.2165 1.2141
S2 1.2090 1.2090 1.2160
S3 1.2029 1.2069 1.2154
S4 1.1968 1.2008 1.2137
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2651 1.2562 1.2276
R3 1.2515 1.2426 1.2238
R2 1.2379 1.2379 1.2226
R1 1.2290 1.2290 1.2213 1.2267
PP 1.2243 1.2243 1.2243 1.2231
S1 1.2154 1.2154 1.2189 1.2131
S2 1.2107 1.2107 1.2176
S3 1.1971 1.2018 1.2164
S4 1.1835 1.1882 1.2126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2332 1.2110 0.0222 1.8% 0.0065 0.5% 27% False True 13
10 1.2381 1.2110 0.0271 2.2% 0.0045 0.4% 23% False True 9
20 1.2720 1.2110 0.0610 5.0% 0.0056 0.5% 10% False True 10
40 1.2749 1.2110 0.0639 5.3% 0.0049 0.4% 10% False True 6
Crabel Price Patterns
NR True
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2430
2.618 1.2331
1.618 1.2270
1.000 1.2232
0.618 1.2209
HIGH 1.2171
0.618 1.2148
0.500 1.2141
0.382 1.2133
LOW 1.2110
0.618 1.2072
1.000 1.2049
1.618 1.2011
2.618 1.1950
4.250 1.1851
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 1.2161 1.2218
PP 1.2151 1.2202
S1 1.2141 1.2187

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

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