CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 1.2660 1.2686 0.0026 0.2% 1.2591
High 1.2705 1.2723 0.0018 0.1% 1.2705
Low 1.2660 1.2623 -0.0037 -0.3% 1.2500
Close 1.2681 1.2623 -0.0058 -0.5% 1.2681
Range 0.0045 0.0100 0.0055 122.2% 0.0205
ATR 0.0069 0.0071 0.0002 3.2% 0.0000
Volume 2 5 3 150.0% 11
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2956 1.2890 1.2678
R3 1.2856 1.2790 1.2651
R2 1.2756 1.2756 1.2641
R1 1.2690 1.2690 1.2632 1.2673
PP 1.2656 1.2656 1.2656 1.2648
S1 1.2590 1.2590 1.2614 1.2573
S2 1.2556 1.2556 1.2605
S3 1.2456 1.2490 1.2596
S4 1.2356 1.2390 1.2568
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3244 1.3167 1.2794
R3 1.3039 1.2962 1.2737
R2 1.2834 1.2834 1.2719
R1 1.2757 1.2757 1.2700 1.2796
PP 1.2629 1.2629 1.2629 1.2648
S1 1.2552 1.2552 1.2662 1.2591
S2 1.2424 1.2424 1.2643
S3 1.2219 1.2347 1.2625
S4 1.2014 1.2142 1.2568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2723 1.2500 0.0223 1.8% 0.0047 0.4% 55% True False 3
10 1.2723 1.2495 0.0228 1.8% 0.0044 0.3% 56% True False 3
20 1.2847 1.2381 0.0466 3.7% 0.0041 0.3% 52% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3148
2.618 1.2985
1.618 1.2885
1.000 1.2823
0.618 1.2785
HIGH 1.2723
0.618 1.2685
0.500 1.2673
0.382 1.2661
LOW 1.2623
0.618 1.2561
1.000 1.2523
1.618 1.2461
2.618 1.2361
4.250 1.2198
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 1.2673 1.2673
PP 1.2656 1.2656
S1 1.2640 1.2640

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

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