CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 1.2591 1.2597 0.0006 0.0% 1.2686
High 1.2591 1.2601 0.0010 0.1% 1.2749
Low 1.2591 1.2597 0.0006 0.0% 1.2591
Close 1.2591 1.2601 0.0010 0.1% 1.2601
Range 0.0000 0.0004 0.0004 0.0158
ATR 0.0075 0.0070 -0.0005 -6.2% 0.0000
Volume 2 2 0 0.0% 33
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2612 1.2610 1.2603
R3 1.2608 1.2606 1.2602
R2 1.2604 1.2604 1.2602
R1 1.2602 1.2602 1.2601 1.2603
PP 1.2600 1.2600 1.2600 1.2600
S1 1.2598 1.2598 1.2601 1.2599
S2 1.2596 1.2596 1.2600
S3 1.2592 1.2594 1.2600
S4 1.2588 1.2590 1.2599
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3121 1.3019 1.2688
R3 1.2963 1.2861 1.2644
R2 1.2805 1.2805 1.2630
R1 1.2703 1.2703 1.2615 1.2675
PP 1.2647 1.2647 1.2647 1.2633
S1 1.2545 1.2545 1.2587 1.2517
S2 1.2489 1.2489 1.2572
S3 1.2331 1.2387 1.2558
S4 1.2173 1.2229 1.2514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2749 1.2591 0.0158 1.3% 0.0044 0.3% 6% False False 6
10 1.2749 1.2500 0.0249 2.0% 0.0049 0.4% 41% False False 4
20 1.2749 1.2381 0.0368 2.9% 0.0042 0.3% 60% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2618
2.618 1.2611
1.618 1.2607
1.000 1.2605
0.618 1.2603
HIGH 1.2601
0.618 1.2599
0.500 1.2599
0.382 1.2599
LOW 1.2597
0.618 1.2595
1.000 1.2593
1.618 1.2591
2.618 1.2587
4.250 1.2580
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 1.2600 1.2670
PP 1.2600 1.2647
S1 1.2599 1.2624

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

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