CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 1.3010 1.3015 0.0005 0.0% 1.3138
High 1.3010 1.3028 0.0018 0.1% 1.3138
Low 1.3010 1.3015 0.0005 0.0% 1.3010
Close 1.3010 1.3028 0.0018 0.1% 1.3028
Range 0.0000 0.0013 0.0013 0.0128
ATR 0.0072 0.0068 -0.0004 -5.4% 0.0000
Volume 1 1 0 0.0% 81
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3063 1.3058 1.3035
R3 1.3050 1.3045 1.3032
R2 1.3037 1.3037 1.3030
R1 1.3032 1.3032 1.3029 1.3035
PP 1.3024 1.3024 1.3024 1.3025
S1 1.3019 1.3019 1.3027 1.3022
S2 1.3011 1.3011 1.3026
S3 1.2998 1.3006 1.3024
S4 1.2985 1.2993 1.3021
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3443 1.3363 1.3098
R3 1.3315 1.3235 1.3063
R2 1.3187 1.3187 1.3051
R1 1.3107 1.3107 1.3040 1.3083
PP 1.3059 1.3059 1.3059 1.3047
S1 1.2979 1.2979 1.3016 1.2955
S2 1.2931 1.2931 1.3005
S3 1.2803 1.2851 1.2993
S4 1.2675 1.2723 1.2958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3138 1.3010 0.0128 1.0% 0.0004 0.0% 14% False False 16
10 1.3200 1.2812 0.0388 3.0% 0.0039 0.3% 56% False False 27
20 1.3200 1.2554 0.0646 5.0% 0.0040 0.3% 73% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3083
2.618 1.3062
1.618 1.3049
1.000 1.3041
0.618 1.3036
HIGH 1.3028
0.618 1.3023
0.500 1.3022
0.382 1.3020
LOW 1.3015
0.618 1.3007
1.000 1.3002
1.618 1.2994
2.618 1.2981
4.250 1.2960
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 1.3026 1.3060
PP 1.3024 1.3049
S1 1.3022 1.3039

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

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