CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 1.2500 1.2417 -0.0083 -0.7% 1.2847
High 1.2500 1.2422 -0.0078 -0.6% 1.2847
Low 1.2429 1.2416 -0.0013 -0.1% 1.2570
Close 1.2434 1.2422 -0.0012 -0.1% 1.2570
Range 0.0071 0.0006 -0.0065 -91.5% 0.0277
ATR 0.0064 0.0061 -0.0003 -5.1% 0.0000
Volume 1 2 1 100.0% 10
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 1.2438 1.2436 1.2425
R3 1.2432 1.2430 1.2424
R2 1.2426 1.2426 1.2423
R1 1.2424 1.2424 1.2423 1.2425
PP 1.2420 1.2420 1.2420 1.2421
S1 1.2418 1.2418 1.2421 1.2419
S2 1.2414 1.2414 1.2421
S3 1.2408 1.2412 1.2420
S4 1.2402 1.2406 1.2419
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.3493 1.3309 1.2722
R3 1.3216 1.3032 1.2646
R2 1.2939 1.2939 1.2621
R1 1.2755 1.2755 1.2595 1.2709
PP 1.2662 1.2662 1.2662 1.2639
S1 1.2478 1.2478 1.2545 1.2432
S2 1.2385 1.2385 1.2519
S3 1.2108 1.2201 1.2494
S4 1.1831 1.1924 1.2418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2628 1.2416 0.0212 1.7% 0.0038 0.3% 3% False True 1
10 1.2847 1.2416 0.0431 3.5% 0.0030 0.2% 1% False True 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0000
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2448
2.618 1.2438
1.618 1.2432
1.000 1.2428
0.618 1.2426
HIGH 1.2422
0.618 1.2420
0.500 1.2419
0.382 1.2418
LOW 1.2416
0.618 1.2412
1.000 1.2410
1.618 1.2406
2.618 1.2400
4.250 1.2391
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 1.2421 1.2508
PP 1.2420 1.2479
S1 1.2419 1.2451

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

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