CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 1.2289 1.2417 0.0128 1.0% 1.2271
High 1.2374 1.2417 0.0043 0.3% 1.2417
Low 1.2204 1.2412 0.0208 1.7% 1.2204
Close 1.2213 1.2412 0.0199 1.6% 1.2412
Range 0.0170 0.0005 -0.0165 -97.1% 0.0213
ATR 0.0084 0.0093 0.0009 10.2% 0.0000
Volume 5 4 -1 -20.0% 32
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2429 1.2425 1.2415
R3 1.2424 1.2420 1.2413
R2 1.2419 1.2419 1.2413
R1 1.2415 1.2415 1.2412 1.2415
PP 1.2414 1.2414 1.2414 1.2413
S1 1.2410 1.2410 1.2412 1.2410
S2 1.2409 1.2409 1.2411
S3 1.2404 1.2405 1.2411
S4 1.2399 1.2400 1.2409
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2983 1.2911 1.2529
R3 1.2770 1.2698 1.2471
R2 1.2557 1.2557 1.2451
R1 1.2485 1.2485 1.2432 1.2521
PP 1.2344 1.2344 1.2344 1.2363
S1 1.2272 1.2272 1.2392 1.2308
S2 1.2131 1.2131 1.2373
S3 1.1918 1.2059 1.2353
S4 1.1705 1.1846 1.2295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2417 1.2204 0.0213 1.7% 0.0042 0.3% 98% True False 6
10 1.2417 1.2090 0.0327 2.6% 0.0048 0.4% 98% True False 10
20 1.2417 1.2090 0.0327 2.6% 0.0046 0.4% 98% True False 10
40 1.2749 1.2090 0.0659 5.3% 0.0052 0.4% 49% False False 8
60 1.3000 1.2090 0.0910 7.3% 0.0044 0.4% 35% False False 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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2438
2.618 1.2430
1.618 1.2425
1.000 1.2422
0.618 1.2420
HIGH 1.2417
0.618 1.2415
0.500 1.2415
0.382 1.2414
LOW 1.2412
0.618 1.2409
1.000 1.2407
1.618 1.2404
2.618 1.2399
4.250 1.2391
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 1.2415 1.2378
PP 1.2414 1.2344
S1 1.2413 1.2311

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

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