CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 1.2384 1.2487 0.0103 0.8% 1.2310
High 1.2384 1.2503 0.0119 1.0% 1.2405
Low 1.2384 1.2484 0.0100 0.8% 1.2310
Close 1.2384 1.2503 0.0119 1.0% 1.2357
Range 0.0000 0.0019 0.0019 0.0095
ATR 0.0066 0.0070 0.0004 5.8% 0.0000
Volume 10 10 0 0.0% 19
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2554 1.2547 1.2513
R3 1.2535 1.2528 1.2508
R2 1.2516 1.2516 1.2506
R1 1.2509 1.2509 1.2505 1.2513
PP 1.2497 1.2497 1.2497 1.2498
S1 1.2490 1.2490 1.2501 1.2494
S2 1.2478 1.2478 1.2500
S3 1.2459 1.2471 1.2498
S4 1.2440 1.2452 1.2493
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 1.2503 1.2318 0.0185 1.5% 0.0017 0.1% 100% True False 7
10 1.2503 1.2300 0.0203 1.6% 0.0021 0.2% 100% True False 4
20 1.2503 1.2143 0.0360 2.9% 0.0029 0.2% 100% True False 5
40 1.2720 1.2090 0.0630 5.0% 0.0043 0.3% 66% False False 8
60 1.2749 1.2090 0.0659 5.3% 0.0043 0.3% 63% 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 1.2584
2.618 1.2553
1.618 1.2534
1.000 1.2522
0.618 1.2515
HIGH 1.2503
0.618 1.2496
0.500 1.2494
0.382 1.2491
LOW 1.2484
0.618 1.2472
1.000 1.2465
1.618 1.2453
2.618 1.2434
4.250 1.2403
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 1.2500 1.2478
PP 1.2497 1.2452
S1 1.2494 1.2427

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

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