CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 1.2330 1.2417 0.0087 0.7% 1.2440
High 1.2342 1.2417 0.0075 0.6% 1.2483
Low 1.2330 1.2417 0.0087 0.7% 1.2349
Close 1.2342 1.2417 0.0075 0.6% 1.2349
Range 0.0012 0.0000 -0.0012 -100.0% 0.0134
ATR 0.0000 0.0055 0.0055 0.0000
Volume 9 2 -7 -77.8% 32
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2417 1.2417 1.2417
R3 1.2417 1.2417 1.2417
R2 1.2417 1.2417 1.2417
R1 1.2417 1.2417 1.2417 1.2417
PP 1.2417 1.2417 1.2417 1.2417
S1 1.2417 1.2417 1.2417 1.2417
S2 1.2417 1.2417 1.2417
S3 1.2417 1.2417 1.2417
S4 1.2417 1.2417 1.2417
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2796 1.2706 1.2423
R3 1.2662 1.2572 1.2386
R2 1.2528 1.2528 1.2374
R1 1.2438 1.2438 1.2361 1.2416
PP 1.2394 1.2394 1.2394 1.2383
S1 1.2304 1.2304 1.2337 1.2282
S2 1.2260 1.2260 1.2324
S3 1.2126 1.2170 1.2312
S4 1.1992 1.2036 1.2275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2417 1.2324 0.0093 0.7% 0.0022 0.2% 100% True False 3
10 1.2483 1.2295 0.0188 1.5% 0.0027 0.2% 65% False False 4
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2417
2.618 1.2417
1.618 1.2417
1.000 1.2417
0.618 1.2417
HIGH 1.2417
0.618 1.2417
0.500 1.2417
0.382 1.2417
LOW 1.2417
0.618 1.2417
1.000 1.2417
1.618 1.2417
2.618 1.2417
4.250 1.2417
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 1.2417 1.2403
PP 1.2417 1.2388
S1 1.2417 1.2374

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

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