CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 1.2901 1.2967 0.0066 0.5% 1.2663
High 1.2907 1.2974 0.0067 0.5% 1.2840
Low 1.2897 1.2922 0.0025 0.2% 1.2619
Close 1.2903 1.2932 0.0029 0.2% 1.2840
Range 0.0010 0.0052 0.0042 420.0% 0.0221
ATR 0.0063 0.0064 0.0001 0.9% 0.0000
Volume 45 24 -21 -46.7% 32
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3099 1.3067 1.2961
R3 1.3047 1.3015 1.2946
R2 1.2995 1.2995 1.2942
R1 1.2963 1.2963 1.2937 1.2953
PP 1.2943 1.2943 1.2943 1.2938
S1 1.2911 1.2911 1.2927 1.2901
S2 1.2891 1.2891 1.2922
S3 1.2839 1.2859 1.2918
S4 1.2787 1.2807 1.2903
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 1.2974 1.2692 0.0282 2.2% 0.0039 0.3% 85% True False 23
10 1.2974 1.2557 0.0417 3.2% 0.0042 0.3% 90% True False 15
20 1.2974 1.2330 0.0644 5.0% 0.0032 0.2% 93% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3195
2.618 1.3110
1.618 1.3058
1.000 1.3026
0.618 1.3006
HIGH 1.2974
0.618 1.2954
0.500 1.2948
0.382 1.2942
LOW 1.2922
0.618 1.2890
1.000 1.2870
1.618 1.2838
2.618 1.2786
4.250 1.2701
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 1.2948 1.2919
PP 1.2943 1.2906
S1 1.2937 1.2893

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

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