CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 1.2495 1.2591 0.0096 0.8% 1.2600
High 1.2495 1.2591 0.0096 0.8% 1.2600
Low 1.2495 1.2591 0.0096 0.8% 1.2381
Close 1.2495 1.2591 0.0096 0.8% 1.2472
Range
ATR 0.0064 0.0066 0.0002 3.6% 0.0000
Volume 3 3 0 0.0% 6
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2591 1.2591 1.2591
R3 1.2591 1.2591 1.2591
R2 1.2591 1.2591 1.2591
R1 1.2591 1.2591 1.2591 1.2591
PP 1.2591 1.2591 1.2591 1.2591
S1 1.2591 1.2591 1.2591 1.2591
S2 1.2591 1.2591 1.2591
S3 1.2591 1.2591 1.2591
S4 1.2591 1.2591 1.2591
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3141 1.3026 1.2592
R3 1.2922 1.2807 1.2532
R2 1.2703 1.2703 1.2512
R1 1.2588 1.2588 1.2492 1.2536
PP 1.2484 1.2484 1.2484 1.2459
S1 1.2369 1.2369 1.2452 1.2317
S2 1.2265 1.2265 1.2432
S3 1.2046 1.2150 1.2412
S4 1.1827 1.1931 1.2352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2591 1.2381 0.0210 1.7% 0.0027 0.2% 100% True False 3
10 1.2646 1.2381 0.0265 2.1% 0.0035 0.3% 79% False False 2
20 1.3000 1.2381 0.0619 4.9% 0.0029 0.2% 34% False False 3
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2591
2.618 1.2591
1.618 1.2591
1.000 1.2591
0.618 1.2591
HIGH 1.2591
0.618 1.2591
0.500 1.2591
0.382 1.2591
LOW 1.2591
0.618 1.2591
1.000 1.2591
1.618 1.2591
2.618 1.2591
4.250 1.2591
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 1.2591 1.2575
PP 1.2591 1.2559
S1 1.2591 1.2543

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

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