CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 1.3075 1.3138 0.0063 0.5% 1.2812
High 1.3200 1.3138 -0.0062 -0.5% 1.3200
Low 1.3060 1.3138 0.0078 0.6% 1.2812
Close 1.3150 1.3138 -0.0012 -0.1% 1.3150
Range 0.0140 0.0000 -0.0140 -100.0% 0.0388
ATR 0.0079 0.0074 -0.0005 -6.1% 0.0000
Volume 58 37 -21 -36.2% 197
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3138 1.3138 1.3138
R3 1.3138 1.3138 1.3138
R2 1.3138 1.3138 1.3138
R1 1.3138 1.3138 1.3138 1.3138
PP 1.3138 1.3138 1.3138 1.3138
S1 1.3138 1.3138 1.3138 1.3138
S2 1.3138 1.3138 1.3138
S3 1.3138 1.3138 1.3138
S4 1.3138 1.3138 1.3138
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.4218 1.4072 1.3363
R3 1.3830 1.3684 1.3257
R2 1.3442 1.3442 1.3221
R1 1.3296 1.3296 1.3186 1.3369
PP 1.3054 1.3054 1.3054 1.3091
S1 1.2908 1.2908 1.3114 1.2981
S2 1.2666 1.2666 1.3079
S3 1.2278 1.2520 1.3043
S4 1.1890 1.2132 1.2937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3200 1.2871 0.0329 2.5% 0.0073 0.6% 81% False False 37
10 1.3200 1.2619 0.0581 4.4% 0.0056 0.4% 89% False False 26
20 1.3200 1.2403 0.0797 6.1% 0.0045 0.3% 92% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3138
2.618 1.3138
1.618 1.3138
1.000 1.3138
0.618 1.3138
HIGH 1.3138
0.618 1.3138
0.500 1.3138
0.382 1.3138
LOW 1.3138
0.618 1.3138
1.000 1.3138
1.618 1.3138
2.618 1.3138
4.250 1.3138
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 1.3138 1.3104
PP 1.3138 1.3070
S1 1.3138 1.3036

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

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