CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 1.2324 1.2271 -0.0053 -0.4% 1.2138
High 1.2408 1.2302 -0.0106 -0.9% 1.2408
Low 1.2320 1.2267 -0.0053 -0.4% 1.2090
Close 1.2351 1.2302 -0.0049 -0.4% 1.2351
Range 0.0088 0.0035 -0.0053 -60.2% 0.0318
ATR 0.0081 0.0081 0.0000 0.3% 0.0000
Volume 27 13 -14 -51.9% 77
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2395 1.2384 1.2321
R3 1.2360 1.2349 1.2312
R2 1.2325 1.2325 1.2308
R1 1.2314 1.2314 1.2305 1.2320
PP 1.2290 1.2290 1.2290 1.2293
S1 1.2279 1.2279 1.2299 1.2285
S2 1.2255 1.2255 1.2296
S3 1.2220 1.2244 1.2292
S4 1.2185 1.2209 1.2283
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3237 1.3112 1.2526
R3 1.2919 1.2794 1.2438
R2 1.2601 1.2601 1.2409
R1 1.2476 1.2476 1.2380 1.2539
PP 1.2283 1.2283 1.2283 1.2314
S1 1.2158 1.2158 1.2322 1.2221
S2 1.1965 1.1965 1.2293
S3 1.1647 1.1840 1.2264
S4 1.1329 1.1522 1.2176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2408 1.2090 0.0318 2.6% 0.0049 0.4% 67% False False 15
10 1.2408 1.2090 0.0318 2.6% 0.0057 0.5% 67% False False 14
20 1.2655 1.2090 0.0565 4.6% 0.0054 0.4% 38% False False 12
40 1.2749 1.2090 0.0659 5.4% 0.0049 0.4% 32% False False 8
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2451
2.618 1.2394
1.618 1.2359
1.000 1.2337
0.618 1.2324
HIGH 1.2302
0.618 1.2289
0.500 1.2285
0.382 1.2280
LOW 1.2267
0.618 1.2245
1.000 1.2232
1.618 1.2210
2.618 1.2175
4.250 1.2118
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 1.2296 1.2338
PP 1.2290 1.2326
S1 1.2285 1.2314

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

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