CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 1.2710 1.2812 0.0102 0.8% 1.2663
High 1.2840 1.2812 -0.0028 -0.2% 1.2840
Low 1.2709 1.2812 0.0103 0.8% 1.2619
Close 1.2840 1.2812 -0.0028 -0.2% 1.2840
Range 0.0131 0.0000 -0.0131 -100.0% 0.0221
ATR 0.0063 0.0061 -0.0003 -4.0% 0.0000
Volume 1 45 44 4,400.0% 32
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2812 1.2812 1.2812
R3 1.2812 1.2812 1.2812
R2 1.2812 1.2812 1.2812
R1 1.2812 1.2812 1.2812 1.2812
PP 1.2812 1.2812 1.2812 1.2812
S1 1.2812 1.2812 1.2812 1.2812
S2 1.2812 1.2812 1.2812
S3 1.2812 1.2812 1.2812
S4 1.2812 1.2812 1.2812
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3429 1.3356 1.2962
R3 1.3208 1.3135 1.2901
R2 1.2987 1.2987 1.2881
R1 1.2914 1.2914 1.2860 1.2951
PP 1.2766 1.2766 1.2766 1.2785
S1 1.2693 1.2693 1.2820 1.2730
S2 1.2545 1.2545 1.2799
S3 1.2324 1.2472 1.2779
S4 1.2103 1.2251 1.2718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2840 1.2619 0.0221 1.7% 0.0038 0.3% 87% False False 15
10 1.2840 1.2554 0.0286 2.2% 0.0039 0.3% 90% False False 8
20 1.2840 1.2324 0.0516 4.0% 0.0033 0.3% 95% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2812
2.618 1.2812
1.618 1.2812
1.000 1.2812
0.618 1.2812
HIGH 1.2812
0.618 1.2812
0.500 1.2812
0.382 1.2812
LOW 1.2812
0.618 1.2812
1.000 1.2812
1.618 1.2812
2.618 1.2812
4.250 1.2812
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 1.2812 1.2797
PP 1.2812 1.2781
S1 1.2812 1.2766

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

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