CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 1.2507 1.2588 0.0081 0.6% 1.2310
High 1.2565 1.2608 0.0043 0.3% 1.2405
Low 1.2507 1.2578 0.0071 0.6% 1.2310
Close 1.2565 1.2601 0.0036 0.3% 1.2357
Range 0.0058 0.0030 -0.0028 -48.3% 0.0095
ATR 0.0069 0.0067 -0.0002 -2.7% 0.0000
Volume 4 3 -1 -25.0% 19
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2686 1.2673 1.2618
R3 1.2656 1.2643 1.2609
R2 1.2626 1.2626 1.2607
R1 1.2613 1.2613 1.2604 1.2620
PP 1.2596 1.2596 1.2596 1.2599
S1 1.2583 1.2583 1.2598 1.2590
S2 1.2566 1.2566 1.2596
S3 1.2536 1.2553 1.2593
S4 1.2506 1.2523 1.2585
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 1.2608 1.2350 0.0258 2.0% 0.0030 0.2% 97% True False 7
10 1.2608 1.2300 0.0308 2.4% 0.0029 0.2% 98% True False 4
20 1.2608 1.2204 0.0404 3.2% 0.0030 0.2% 98% True False 5
40 1.2720 1.2090 0.0630 5.0% 0.0043 0.3% 81% False False 8
60 1.2749 1.2090 0.0659 5.2% 0.0042 0.3% 78% False False 7
Crabel Price Patterns
NR True
NR4 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2736
2.618 1.2687
1.618 1.2657
1.000 1.2638
0.618 1.2627
HIGH 1.2608
0.618 1.2597
0.500 1.2593
0.382 1.2589
LOW 1.2578
0.618 1.2559
1.000 1.2548
1.618 1.2529
2.618 1.2499
4.250 1.2451
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 1.2598 1.2583
PP 1.2596 1.2564
S1 1.2593 1.2546

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

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