CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 1.2598 1.2430 -0.0168 -1.3% 1.2655
High 1.2598 1.2430 -0.0168 -1.3% 1.2655
Low 1.2412 1.2316 -0.0096 -0.8% 1.2316
Close 1.2436 1.2318 -0.0118 -0.9% 1.2318
Range 0.0186 0.0114 -0.0072 -38.7% 0.0339
ATR 0.0087 0.0089 0.0002 2.7% 0.0000
Volume 4 43 39 975.0% 58
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2697 1.2621 1.2381
R3 1.2583 1.2507 1.2349
R2 1.2469 1.2469 1.2339
R1 1.2393 1.2393 1.2328 1.2374
PP 1.2355 1.2355 1.2355 1.2345
S1 1.2279 1.2279 1.2308 1.2260
S2 1.2241 1.2241 1.2297
S3 1.2127 1.2165 1.2287
S4 1.2013 1.2051 1.2255
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3447 1.3221 1.2504
R3 1.3108 1.2882 1.2411
R2 1.2769 1.2769 1.2380
R1 1.2543 1.2543 1.2349 1.2487
PP 1.2430 1.2430 1.2430 1.2401
S1 1.2204 1.2204 1.2287 1.2148
S2 1.2091 1.2091 1.2256
S3 1.1752 1.1865 1.2225
S4 1.1413 1.1526 1.2132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2720 1.2316 0.0404 3.3% 0.0099 0.8% 0% False True 12
10 1.2720 1.2316 0.0404 3.3% 0.0063 0.5% 0% False True 9
20 1.2749 1.2316 0.0433 3.5% 0.0058 0.5% 0% False True 7
40 1.3000 1.2316 0.0684 5.6% 0.0044 0.4% 0% False True 5
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2915
2.618 1.2728
1.618 1.2614
1.000 1.2544
0.618 1.2500
HIGH 1.2430
0.618 1.2386
0.500 1.2373
0.382 1.2360
LOW 1.2316
0.618 1.2246
1.000 1.2202
1.618 1.2132
2.618 1.2018
4.250 1.1832
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 1.2373 1.2485
PP 1.2355 1.2429
S1 1.2336 1.2374

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

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