CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 1.2965 1.2899 -0.0066 -0.5% 1.3138
High 1.2965 1.2899 -0.0066 -0.5% 1.3138
Low 1.2965 1.2899 -0.0066 -0.5% 1.3010
Close 1.2965 1.2899 -0.0066 -0.5% 1.3028
Range
ATR 0.0063 0.0063 0.0000 0.4% 0.0000
Volume 2 2 0 0.0% 81
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2899 1.2899 1.2899
R3 1.2899 1.2899 1.2899
R2 1.2899 1.2899 1.2899
R1 1.2899 1.2899 1.2899 1.2899
PP 1.2899 1.2899 1.2899 1.2899
S1 1.2899 1.2899 1.2899 1.2899
S2 1.2899 1.2899 1.2899
S3 1.2899 1.2899 1.2899
S4 1.2899 1.2899 1.2899
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 1.3028 1.2899 0.0129 1.0% 0.0003 0.0% 0% False True 1
10 1.3200 1.2871 0.0329 2.6% 0.0033 0.3% 9% False False 17
20 1.3200 1.2557 0.0643 5.0% 0.0037 0.3% 53% False False 16
40 1.3200 1.2232 0.0968 7.5% 0.0030 0.2% 69% False False 10
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 0.0009
Fibonacci Retracements and Extensions
4.250 1.2899
2.618 1.2899
1.618 1.2899
1.000 1.2899
0.618 1.2899
HIGH 1.2899
0.618 1.2899
0.500 1.2899
0.382 1.2899
LOW 1.2899
0.618 1.2899
1.000 1.2899
1.618 1.2899
2.618 1.2899
4.250 1.2899
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 1.2899 1.2937
PP 1.2899 1.2924
S1 1.2899 1.2912

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

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