CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 1.2274 1.2289 0.0015 0.1% 1.2138
High 1.2274 1.2374 0.0100 0.8% 1.2408
Low 1.2274 1.2204 -0.0070 -0.6% 1.2090
Close 1.2274 1.2213 -0.0061 -0.5% 1.2351
Range 0.0000 0.0170 0.0170 0.0318
ATR 0.0078 0.0084 0.0007 8.5% 0.0000
Volume 5 5 0 0.0% 77
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2774 1.2663 1.2307
R3 1.2604 1.2493 1.2260
R2 1.2434 1.2434 1.2244
R1 1.2323 1.2323 1.2229 1.2294
PP 1.2264 1.2264 1.2264 1.2249
S1 1.2153 1.2153 1.2197 1.2124
S2 1.2094 1.2094 1.2182
S3 1.1924 1.1983 1.2166
S4 1.1754 1.1813 1.2120
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 1.2204 0.0204 1.7% 0.0059 0.5% 4% False True 11
10 1.2408 1.2090 0.0318 2.6% 0.0060 0.5% 39% False False 14
20 1.2430 1.2090 0.0340 2.8% 0.0051 0.4% 36% False False 12
40 1.2749 1.2090 0.0659 5.4% 0.0052 0.4% 19% False False 8
60 1.3000 1.2090 0.0910 7.5% 0.0044 0.4% 14% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.3097
2.618 1.2819
1.618 1.2649
1.000 1.2544
0.618 1.2479
HIGH 1.2374
0.618 1.2309
0.500 1.2289
0.382 1.2269
LOW 1.2204
0.618 1.2099
1.000 1.2034
1.618 1.1929
2.618 1.1759
4.250 1.1482
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 1.2289 1.2289
PP 1.2264 1.2264
S1 1.2238 1.2238

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

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