CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 1.2383 1.2318 -0.0065 -0.5% 1.2432
High 1.2383 1.2325 -0.0058 -0.5% 1.2449
Low 1.2363 1.2318 -0.0045 -0.4% 1.2300
Close 1.2368 1.2325 -0.0043 -0.3% 1.2331
Range 0.0020 0.0007 -0.0013 -65.0% 0.0149
ATR 0.0071 0.0070 -0.0002 -2.1% 0.0000
Volume 2 4 2 100.0% 8
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2344 1.2341 1.2329
R3 1.2337 1.2334 1.2327
R2 1.2330 1.2330 1.2326
R1 1.2327 1.2327 1.2326 1.2329
PP 1.2323 1.2323 1.2323 1.2323
S1 1.2320 1.2320 1.2324 1.2322
S2 1.2316 1.2316 1.2324
S3 1.2309 1.2313 1.2323
S4 1.2302 1.2306 1.2321
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 1.2383 1.2300 0.0083 0.7% 0.0024 0.2% 30% False False 2
10 1.2449 1.2204 0.0245 2.0% 0.0030 0.2% 49% False False 2
20 1.2449 1.2090 0.0359 2.9% 0.0037 0.3% 65% False False 8
40 1.2749 1.2090 0.0659 5.3% 0.0043 0.3% 36% False False 8
60 1.2775 1.2090 0.0685 5.6% 0.0043 0.4% 34% False False 6
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2355
2.618 1.2343
1.618 1.2336
1.000 1.2332
0.618 1.2329
HIGH 1.2325
0.618 1.2322
0.500 1.2322
0.382 1.2321
LOW 1.2318
0.618 1.2314
1.000 1.2311
1.618 1.2307
2.618 1.2300
4.250 1.2288
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 1.2324 1.2347
PP 1.2323 1.2339
S1 1.2322 1.2332

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

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