CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 1.2590 1.2646 0.0056 0.4% 1.2517
High 1.2635 1.2646 0.0011 0.1% 1.2647
Low 1.2590 1.2646 0.0056 0.4% 1.2495
Close 1.2634 1.2646 0.0012 0.1% 1.2551
Range 0.0045 0.0000 -0.0045 -100.0% 0.0152
ATR 0.0075 0.0070 -0.0004 -6.0% 0.0000
Volume 1 2 1 100.0% 21
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2646 1.2646 1.2646
R3 1.2646 1.2646 1.2646
R2 1.2646 1.2646 1.2646
R1 1.2646 1.2646 1.2646 1.2646
PP 1.2646 1.2646 1.2646 1.2646
S1 1.2646 1.2646 1.2646 1.2646
S2 1.2646 1.2646 1.2646
S3 1.2646 1.2646 1.2646
S4 1.2646 1.2646 1.2646
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3020 1.2938 1.2635
R3 1.2868 1.2786 1.2593
R2 1.2716 1.2716 1.2579
R1 1.2634 1.2634 1.2565 1.2675
PP 1.2564 1.2564 1.2564 1.2585
S1 1.2482 1.2482 1.2537 1.2523
S2 1.2412 1.2412 1.2523
S3 1.2260 1.2330 1.2509
S4 1.2108 1.2178 1.2467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2672 1.2500 0.0172 1.4% 0.0055 0.4% 85% False False 3
10 1.2672 1.2381 0.0291 2.3% 0.0042 0.3% 91% False False 3
20 1.2847 1.2381 0.0466 3.7% 0.0036 0.3% 57% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2646
2.618 1.2646
1.618 1.2646
1.000 1.2646
0.618 1.2646
HIGH 1.2646
0.618 1.2646
0.500 1.2646
0.382 1.2646
LOW 1.2646
0.618 1.2646
1.000 1.2646
1.618 1.2646
2.618 1.2646
4.250 1.2646
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 1.2646 1.2622
PP 1.2646 1.2597
S1 1.2646 1.2573

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

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