CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 1.2656 1.2692 0.0036 0.3% 1.2558
High 1.2656 1.2692 0.0036 0.3% 1.2683
Low 1.2646 1.2692 0.0046 0.4% 1.2554
Close 1.2646 1.2692 0.0046 0.4% 1.2627
Range 0.0010 0.0000 -0.0010 -100.0% 0.0129
ATR 0.0057 0.0057 -0.0001 -1.4% 0.0000
Volume 7 1 -6 -85.7% 8
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2692 1.2692 1.2692
R3 1.2692 1.2692 1.2692
R2 1.2692 1.2692 1.2692
R1 1.2692 1.2692 1.2692 1.2692
PP 1.2692 1.2692 1.2692 1.2692
S1 1.2692 1.2692 1.2692 1.2692
S2 1.2692 1.2692 1.2692
S3 1.2692 1.2692 1.2692
S4 1.2692 1.2692 1.2692
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3008 1.2947 1.2698
R3 1.2879 1.2818 1.2662
R2 1.2750 1.2750 1.2651
R1 1.2689 1.2689 1.2639 1.2720
PP 1.2621 1.2621 1.2621 1.2637
S1 1.2560 1.2560 1.2615 1.2591
S2 1.2492 1.2492 1.2603
S3 1.2363 1.2431 1.2592
S4 1.2234 1.2302 1.2556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2692 1.2557 0.0135 1.1% 0.0046 0.4% 100% True False 6
10 1.2692 1.2554 0.0138 1.1% 0.0033 0.3% 100% True False 6
20 1.2692 1.2324 0.0368 2.9% 0.0027 0.2% 100% True False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2692
2.618 1.2692
1.618 1.2692
1.000 1.2692
0.618 1.2692
HIGH 1.2692
0.618 1.2692
0.500 1.2692
0.382 1.2692
LOW 1.2692
0.618 1.2692
1.000 1.2692
1.618 1.2692
2.618 1.2692
4.250 1.2692
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 1.2692 1.2680
PP 1.2692 1.2668
S1 1.2692 1.2656

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

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