CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 1.2487 1.2507 0.0020 0.2% 1.2310
High 1.2503 1.2565 0.0062 0.5% 1.2405
Low 1.2484 1.2507 0.0023 0.2% 1.2310
Close 1.2503 1.2565 0.0062 0.5% 1.2357
Range 0.0019 0.0058 0.0039 205.3% 0.0095
ATR 0.0070 0.0069 -0.0001 -0.8% 0.0000
Volume 10 4 -6 -60.0% 19
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2720 1.2700 1.2597
R3 1.2662 1.2642 1.2581
R2 1.2604 1.2604 1.2576
R1 1.2584 1.2584 1.2570 1.2594
PP 1.2546 1.2546 1.2546 1.2551
S1 1.2526 1.2526 1.2560 1.2536
S2 1.2488 1.2488 1.2554
S3 1.2430 1.2468 1.2549
S4 1.2372 1.2410 1.2533
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 1.2565 1.2350 0.0215 1.7% 0.0028 0.2% 100% True False 7
10 1.2565 1.2300 0.0265 2.1% 0.0026 0.2% 100% True False 4
20 1.2565 1.2204 0.0361 2.9% 0.0029 0.2% 100% True False 5
40 1.2720 1.2090 0.0630 5.0% 0.0043 0.3% 75% False False 8
60 1.2749 1.2090 0.0659 5.2% 0.0043 0.3% 72% False False 7
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 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2812
2.618 1.2717
1.618 1.2659
1.000 1.2623
0.618 1.2601
HIGH 1.2565
0.618 1.2543
0.500 1.2536
0.382 1.2529
LOW 1.2507
0.618 1.2471
1.000 1.2449
1.618 1.2413
2.618 1.2355
4.250 1.2261
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 1.2555 1.2535
PP 1.2546 1.2505
S1 1.2536 1.2475

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

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