CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 1.2318 1.2389 0.0071 0.6% 1.2432
High 1.2325 1.2405 0.0080 0.6% 1.2449
Low 1.2318 1.2389 0.0071 0.6% 1.2300
Close 1.2325 1.2398 0.0073 0.6% 1.2331
Range 0.0007 0.0016 0.0009 128.6% 0.0149
ATR 0.0070 0.0071 0.0001 1.0% 0.0000
Volume 4 2 -2 -50.0% 8
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2445 1.2438 1.2407
R3 1.2429 1.2422 1.2402
R2 1.2413 1.2413 1.2401
R1 1.2406 1.2406 1.2399 1.2410
PP 1.2397 1.2397 1.2397 1.2399
S1 1.2390 1.2390 1.2397 1.2394
S2 1.2381 1.2381 1.2395
S3 1.2365 1.2374 1.2394
S4 1.2349 1.2358 1.2389
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 1.2405 1.2300 0.0105 0.8% 0.0027 0.2% 93% True False 2
10 1.2449 1.2300 0.0149 1.2% 0.0015 0.1% 66% False False 2
20 1.2449 1.2090 0.0359 2.9% 0.0037 0.3% 86% False False 8
40 1.2720 1.2090 0.0630 5.1% 0.0042 0.3% 49% False False 8
60 1.2749 1.2090 0.0659 5.3% 0.0043 0.3% 47% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2473
2.618 1.2447
1.618 1.2431
1.000 1.2421
0.618 1.2415
HIGH 1.2405
0.618 1.2399
0.500 1.2397
0.382 1.2395
LOW 1.2389
0.618 1.2379
1.000 1.2373
1.618 1.2363
2.618 1.2347
4.250 1.2321
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 1.2398 1.2386
PP 1.2397 1.2374
S1 1.2397 1.2362

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

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