CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 1.2138 1.2143 0.0005 0.0% 1.2321
High 1.2171 1.2143 -0.0028 -0.2% 1.2332
Low 1.2110 1.2090 -0.0020 -0.2% 1.2196
Close 1.2171 1.2105 -0.0066 -0.5% 1.2201
Range 0.0061 0.0053 -0.0008 -13.1% 0.0136
ATR 0.0073 0.0074 0.0001 0.8% 0.0000
Volume 12 29 17 141.7% 62
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2272 1.2241 1.2134
R3 1.2219 1.2188 1.2120
R2 1.2166 1.2166 1.2115
R1 1.2135 1.2135 1.2110 1.2124
PP 1.2113 1.2113 1.2113 1.2107
S1 1.2082 1.2082 1.2100 1.2071
S2 1.2060 1.2060 1.2095
S3 1.2007 1.2029 1.2090
S4 1.1954 1.1976 1.2076
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 1.2330 1.2090 0.0240 2.0% 0.0063 0.5% 6% False True 17
10 1.2332 1.2090 0.0242 2.0% 0.0042 0.4% 6% False True 11
20 1.2720 1.2090 0.0630 5.2% 0.0057 0.5% 2% False True 11
40 1.2749 1.2090 0.0659 5.4% 0.0050 0.4% 2% False True 7
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2368
2.618 1.2282
1.618 1.2229
1.000 1.2196
0.618 1.2176
HIGH 1.2143
0.618 1.2123
0.500 1.2117
0.382 1.2110
LOW 1.2090
0.618 1.2057
1.000 1.2037
1.618 1.2004
2.618 1.1951
4.250 1.1865
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 1.2117 1.2203
PP 1.2113 1.2170
S1 1.2109 1.2138

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

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