CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 1.2591 1.2630 0.0039 0.3% 1.2600
High 1.2591 1.2647 0.0056 0.4% 1.2600
Low 1.2591 1.2630 0.0039 0.3% 1.2381
Close 1.2591 1.2647 0.0056 0.4% 1.2472
Range 0.0000 0.0017 0.0017 0.0219
ATR 0.0066 0.0065 -0.0001 -1.1% 0.0000
Volume 3 3 0 0.0% 6
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2692 1.2687 1.2656
R3 1.2675 1.2670 1.2652
R2 1.2658 1.2658 1.2650
R1 1.2653 1.2653 1.2649 1.2656
PP 1.2641 1.2641 1.2641 1.2643
S1 1.2636 1.2636 1.2645 1.2639
S2 1.2624 1.2624 1.2644
S3 1.2607 1.2619 1.2642
S4 1.2590 1.2602 1.2638
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 1.2647 1.2381 0.0266 2.1% 0.0030 0.2% 100% True False 3
10 1.2647 1.2381 0.0266 2.1% 0.0034 0.3% 100% True False 2
20 1.3000 1.2381 0.0619 4.9% 0.0029 0.2% 43% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2719
2.618 1.2692
1.618 1.2675
1.000 1.2664
0.618 1.2658
HIGH 1.2647
0.618 1.2641
0.500 1.2639
0.382 1.2636
LOW 1.2630
0.618 1.2619
1.000 1.2613
1.618 1.2602
2.618 1.2585
4.250 1.2558
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 1.2644 1.2622
PP 1.2641 1.2596
S1 1.2639 1.2571

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

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