CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 1.2588 1.2561 -0.0027 -0.2% 1.2384
High 1.2608 1.2561 -0.0047 -0.4% 1.2608
Low 1.2578 1.2550 -0.0028 -0.2% 1.2384
Close 1.2601 1.2553 -0.0048 -0.4% 1.2553
Range 0.0030 0.0011 -0.0019 -63.3% 0.0224
ATR 0.0067 0.0066 -0.0001 -1.7% 0.0000
Volume 3 15 12 400.0% 42
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2588 1.2581 1.2559
R3 1.2577 1.2570 1.2556
R2 1.2566 1.2566 1.2555
R1 1.2559 1.2559 1.2554 1.2557
PP 1.2555 1.2555 1.2555 1.2554
S1 1.2548 1.2548 1.2552 1.2546
S2 1.2544 1.2544 1.2551
S3 1.2533 1.2537 1.2550
S4 1.2522 1.2526 1.2547
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3187 1.3094 1.2676
R3 1.2963 1.2870 1.2615
R2 1.2739 1.2739 1.2594
R1 1.2646 1.2646 1.2574 1.2693
PP 1.2515 1.2515 1.2515 1.2538
S1 1.2422 1.2422 1.2532 1.2469
S2 1.2291 1.2291 1.2512
S3 1.2067 1.2198 1.2491
S4 1.1843 1.1974 1.2430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2608 1.2384 0.0224 1.8% 0.0024 0.2% 75% False False 8
10 1.2608 1.2310 0.0298 2.4% 0.0027 0.2% 82% False False 6
20 1.2608 1.2204 0.0404 3.2% 0.0026 0.2% 86% False False 5
40 1.2720 1.2090 0.0630 5.0% 0.0043 0.3% 73% False False 8
60 1.2749 1.2090 0.0659 5.2% 0.0042 0.3% 70% False False 7
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2608
2.618 1.2590
1.618 1.2579
1.000 1.2572
0.618 1.2568
HIGH 1.2561
0.618 1.2557
0.500 1.2556
0.382 1.2554
LOW 1.2550
0.618 1.2543
1.000 1.2539
1.618 1.2532
2.618 1.2521
4.250 1.2503
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 1.2556 1.2558
PP 1.2555 1.2556
S1 1.2554 1.2555

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

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