CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 1.3254 1.3228 -0.0026 -0.2% 1.2937
High 1.3326 1.3318 -0.0008 -0.1% 1.3194
Low 1.3250 1.3228 -0.0022 -0.2% 1.2935
Close 1.3271 1.3264 -0.0007 -0.1% 1.3184
Range 0.0076 0.0090 0.0014 18.4% 0.0259
ATR 0.0061 0.0063 0.0002 3.4% 0.0000
Volume 126 360 234 185.7% 157
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3540 1.3492 1.3314
R3 1.3450 1.3402 1.3289
R2 1.3360 1.3360 1.3281
R1 1.3312 1.3312 1.3272 1.3336
PP 1.3270 1.3270 1.3270 1.3282
S1 1.3222 1.3222 1.3256 1.3246
S2 1.3180 1.3180 1.3248
S3 1.3090 1.3132 1.3239
S4 1.3000 1.3042 1.3215
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3881 1.3792 1.3326
R3 1.3622 1.3533 1.3255
R2 1.3363 1.3363 1.3231
R1 1.3274 1.3274 1.3208 1.3319
PP 1.3104 1.3104 1.3104 1.3127
S1 1.3015 1.3015 1.3160 1.3060
S2 1.2845 1.2845 1.3137
S3 1.2586 1.2756 1.3113
S4 1.2327 1.2497 1.3042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3326 1.3111 0.0215 1.6% 0.0074 0.6% 71% False False 148
10 1.3326 1.2935 0.0391 2.9% 0.0060 0.5% 84% False False 88
20 1.3326 1.2865 0.0461 3.5% 0.0053 0.4% 87% False False 49
40 1.3326 1.2711 0.0615 4.6% 0.0045 0.3% 90% False False 34
60 1.3326 1.2711 0.0615 4.6% 0.0036 0.3% 90% False False 23
80 1.3326 1.2557 0.0769 5.8% 0.0036 0.3% 92% False False 21
100 1.3326 1.2232 0.1094 8.2% 0.0034 0.3% 94% False False 18
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3701
2.618 1.3554
1.618 1.3464
1.000 1.3408
0.618 1.3374
HIGH 1.3318
0.618 1.3284
0.500 1.3273
0.382 1.3262
LOW 1.3228
0.618 1.3172
1.000 1.3138
1.618 1.3082
2.618 1.2992
4.250 1.2846
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 1.3273 1.3262
PP 1.3270 1.3259
S1 1.3267 1.3257

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

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