CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 1.2300 1.2310 0.0010 0.1% 1.2432
High 1.2331 1.2370 0.0039 0.3% 1.2449
Low 1.2300 1.2310 0.0010 0.1% 1.2300
Close 1.2331 1.2370 0.0039 0.3% 1.2331
Range 0.0031 0.0060 0.0029 93.5% 0.0149
ATR 0.0076 0.0075 -0.0001 -1.5% 0.0000
Volume 1 2 1 100.0% 8
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2530 1.2510 1.2403
R3 1.2470 1.2450 1.2387
R2 1.2410 1.2410 1.2381
R1 1.2390 1.2390 1.2376 1.2400
PP 1.2350 1.2350 1.2350 1.2355
S1 1.2330 1.2330 1.2365 1.2340
S2 1.2290 1.2290 1.2359
S3 1.2230 1.2270 1.2354
S4 1.2170 1.2210 1.2337
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2807 1.2718 1.2413
R3 1.2658 1.2569 1.2372
R2 1.2509 1.2509 1.2358
R1 1.2420 1.2420 1.2345 1.2390
PP 1.2360 1.2360 1.2360 1.2345
S1 1.2271 1.2271 1.2317 1.2241
S2 1.2211 1.2211 1.2304
S3 1.2062 1.2122 1.2290
S4 1.1913 1.1973 1.2249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2449 1.2300 0.0149 1.2% 0.0020 0.2% 47% False False 1
10 1.2449 1.2204 0.0245 2.0% 0.0028 0.2% 68% False False 2
20 1.2449 1.2090 0.0359 2.9% 0.0042 0.3% 78% False False 8
40 1.2749 1.2090 0.0659 5.3% 0.0047 0.4% 42% False False 8
60 1.2847 1.2090 0.0757 6.1% 0.0044 0.4% 37% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2625
2.618 1.2527
1.618 1.2467
1.000 1.2430
0.618 1.2407
HIGH 1.2370
0.618 1.2347
0.500 1.2340
0.382 1.2333
LOW 1.2310
0.618 1.2273
1.000 1.2250
1.618 1.2213
2.618 1.2153
4.250 1.2055
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 1.2360 1.2358
PP 1.2350 1.2347
S1 1.2340 1.2335

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

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