CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 1.2347 1.2403 0.0056 0.5% 1.2324
High 1.2376 1.2403 0.0027 0.2% 1.2417
Low 1.2347 1.2403 0.0056 0.5% 1.2324
Close 1.2376 1.2403 0.0027 0.2% 1.2376
Range 0.0029 0.0000 -0.0029 -100.0% 0.0093
ATR 0.0056 0.0054 -0.0002 -3.7% 0.0000
Volume 2 2 0 0.0% 18
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2403 1.2403 1.2403
R3 1.2403 1.2403 1.2403
R2 1.2403 1.2403 1.2403
R1 1.2403 1.2403 1.2403 1.2403
PP 1.2403 1.2403 1.2403 1.2403
S1 1.2403 1.2403 1.2403 1.2403
S2 1.2403 1.2403 1.2403
S3 1.2403 1.2403 1.2403
S4 1.2403 1.2403 1.2403
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2651 1.2607 1.2427
R3 1.2558 1.2514 1.2402
R2 1.2465 1.2465 1.2393
R1 1.2421 1.2421 1.2385 1.2443
PP 1.2372 1.2372 1.2372 1.2384
S1 1.2328 1.2328 1.2367 1.2350
S2 1.2279 1.2279 1.2359
S3 1.2186 1.2235 1.2350
S4 1.2093 1.2142 1.2325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2417 1.2330 0.0087 0.7% 0.0014 0.1% 84% False False 3
10 1.2483 1.2324 0.0159 1.3% 0.0015 0.1% 50% False False 3
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 1.2403
2.618 1.2403
1.618 1.2403
1.000 1.2403
0.618 1.2403
HIGH 1.2403
0.618 1.2403
0.500 1.2403
0.382 1.2403
LOW 1.2403
0.618 1.2403
1.000 1.2403
1.618 1.2403
2.618 1.2403
4.250 1.2403
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 1.2403 1.2396
PP 1.2403 1.2389
S1 1.2403 1.2382

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

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