CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 1.2345 1.2274 -0.0071 -0.6% 1.2138
High 1.2345 1.2274 -0.0071 -0.6% 1.2408
Low 1.2345 1.2274 -0.0071 -0.6% 1.2090
Close 1.2345 1.2274 -0.0071 -0.6% 1.2351
Range
ATR 0.0078 0.0078 -0.0001 -0.6% 0.0000
Volume 5 5 0 0.0% 77
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2274 1.2274 1.2274
R3 1.2274 1.2274 1.2274
R2 1.2274 1.2274 1.2274
R1 1.2274 1.2274 1.2274 1.2274
PP 1.2274 1.2274 1.2274 1.2274
S1 1.2274 1.2274 1.2274 1.2274
S2 1.2274 1.2274 1.2274
S3 1.2274 1.2274 1.2274
S4 1.2274 1.2274 1.2274
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 1.2267 0.0141 1.1% 0.0027 0.2% 5% False False 11
10 1.2408 1.2090 0.0318 2.6% 0.0045 0.4% 58% False False 14
20 1.2598 1.2090 0.0508 4.1% 0.0052 0.4% 36% False False 12
40 1.2749 1.2090 0.0659 5.4% 0.0048 0.4% 28% False False 8
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.2274
2.618 1.2274
1.618 1.2274
1.000 1.2274
0.618 1.2274
HIGH 1.2274
0.618 1.2274
0.500 1.2274
0.382 1.2274
LOW 1.2274
0.618 1.2274
1.000 1.2274
1.618 1.2274
2.618 1.2274
4.250 1.2274
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 1.2274 1.2306
PP 1.2274 1.2295
S1 1.2274 1.2285

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

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