CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 1.3138 1.3075 -0.0063 -0.5% 1.2812
High 1.3138 1.3075 -0.0063 -0.5% 1.3200
Low 1.3138 1.3075 -0.0063 -0.5% 1.2812
Close 1.3138 1.3075 -0.0063 -0.5% 1.3150
Range
ATR 0.0074 0.0073 -0.0001 -1.0% 0.0000
Volume 37 37 0 0.0% 197
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3075 1.3075 1.3075
R3 1.3075 1.3075 1.3075
R2 1.3075 1.3075 1.3075
R1 1.3075 1.3075 1.3075 1.3075
PP 1.3075 1.3075 1.3075 1.3075
S1 1.3075 1.3075 1.3075 1.3075
S2 1.3075 1.3075 1.3075
S3 1.3075 1.3075 1.3075
S4 1.3075 1.3075 1.3075
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% 0.0071 0.5% 62% False False 36
10 1.3200 1.2646 0.0554 4.2% 0.0051 0.4% 77% False False 28
20 1.3200 1.2460 0.0740 5.7% 0.0045 0.3% 83% False False 17
Crabel Price Patterns
NR False
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 0.0011
Fibonacci Retracements and Extensions
4.250 1.3075
2.618 1.3075
1.618 1.3075
1.000 1.3075
0.618 1.3075
HIGH 1.3075
0.618 1.3075
0.500 1.3075
0.382 1.3075
LOW 1.3075
0.618 1.3075
1.000 1.3075
1.618 1.3075
2.618 1.3075
4.250 1.3075
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 1.3075 1.3130
PP 1.3075 1.3112
S1 1.3075 1.3093

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

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