CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 1.2380 1.2333 -0.0047 -0.4% 1.2271
High 1.2390 1.2333 -0.0057 -0.5% 1.2417
Low 1.2380 1.2333 -0.0047 -0.4% 1.2204
Close 1.2390 1.2333 -0.0057 -0.5% 1.2412
Range 0.0010 0.0000 -0.0010 -100.0% 0.0213
ATR 0.0082 0.0080 -0.0002 -2.1% 0.0000
Volume 2 1 -1 -50.0% 32
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2333 1.2333 1.2333
R3 1.2333 1.2333 1.2333
R2 1.2333 1.2333 1.2333
R1 1.2333 1.2333 1.2333 1.2333
PP 1.2333 1.2333 1.2333 1.2333
S1 1.2333 1.2333 1.2333 1.2333
S2 1.2333 1.2333 1.2333
S3 1.2333 1.2333 1.2333
S4 1.2333 1.2333 1.2333
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 1.2449 1.2333 0.0116 0.9% 0.0003 0.0% 0% False True 2
10 1.2449 1.2204 0.0245 2.0% 0.0031 0.2% 53% False False 6
20 1.2449 1.2090 0.0359 2.9% 0.0038 0.3% 68% False False 9
40 1.2749 1.2090 0.0659 5.3% 0.0045 0.4% 37% False False 8
60 1.2847 1.2090 0.0757 6.1% 0.0043 0.4% 32% 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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2333
2.618 1.2333
1.618 1.2333
1.000 1.2333
0.618 1.2333
HIGH 1.2333
0.618 1.2333
0.500 1.2333
0.382 1.2333
LOW 1.2333
0.618 1.2333
1.000 1.2333
1.618 1.2333
2.618 1.2333
4.250 1.2333
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 1.2333 1.2391
PP 1.2333 1.2372
S1 1.2333 1.2352

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

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