CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 1.2389 1.2395 0.0006 0.0% 1.2310
High 1.2405 1.2395 -0.0010 -0.1% 1.2405
Low 1.2389 1.2350 -0.0039 -0.3% 1.2310
Close 1.2398 1.2357 -0.0041 -0.3% 1.2357
Range 0.0016 0.0045 0.0029 181.3% 0.0095
ATR 0.0071 0.0069 -0.0002 -2.3% 0.0000
Volume 2 9 7 350.0% 19
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2502 1.2475 1.2382
R3 1.2457 1.2430 1.2369
R2 1.2412 1.2412 1.2365
R1 1.2385 1.2385 1.2361 1.2376
PP 1.2367 1.2367 1.2367 1.2363
S1 1.2340 1.2340 1.2353 1.2331
S2 1.2322 1.2322 1.2349
S3 1.2277 1.2295 1.2345
S4 1.2232 1.2250 1.2332
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2642 1.2595 1.2409
R3 1.2547 1.2500 1.2383
R2 1.2452 1.2452 1.2374
R1 1.2405 1.2405 1.2366 1.2429
PP 1.2357 1.2357 1.2357 1.2369
S1 1.2310 1.2310 1.2348 1.2334
S2 1.2262 1.2262 1.2340
S3 1.2167 1.2215 1.2331
S4 1.2072 1.2120 1.2305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2405 1.2310 0.0095 0.8% 0.0030 0.2% 49% False False 3
10 1.2449 1.2300 0.0149 1.2% 0.0019 0.2% 38% False False 2
20 1.2449 1.2090 0.0359 2.9% 0.0034 0.3% 74% False False 6
40 1.2720 1.2090 0.0630 5.1% 0.0043 0.4% 42% False False 8
60 1.2749 1.2090 0.0659 5.3% 0.0043 0.4% 41% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2586
2.618 1.2513
1.618 1.2468
1.000 1.2440
0.618 1.2423
HIGH 1.2395
0.618 1.2378
0.500 1.2373
0.382 1.2367
LOW 1.2350
0.618 1.2322
1.000 1.2305
1.618 1.2277
2.618 1.2232
4.250 1.2159
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 1.2373 1.2362
PP 1.2367 1.2360
S1 1.2362 1.2359

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

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