CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	1.2646	1.2660	0.0014	0.1%	1.2591
High	1.2646	1.2705	0.0059	0.5%	1.2705
Low	1.2646	1.2660	0.0014	0.1%	1.2500
Close	1.2646	1.2681	0.0035	0.3%	1.2681
Range	0.0000	0.0045	0.0045		0.0205
ATR	0.0070	0.0069	-0.0001	-1.1%	0.0000
Volume	2	2	0	0.0%	11

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2817	1.2794	1.2706
R3	1.2772	1.2749	1.2693
R2	1.2727	1.2727	1.2689
R1	1.2704	1.2704	1.2685	1.2716
PP	1.2682	1.2682	1.2682	1.2688
S1	1.2659	1.2659	1.2677	1.2671
S2	1.2637	1.2637	1.2673
S3	1.2592	1.2614	1.2669
S4	1.2547	1.2569	1.2656

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3244	1.3167	1.2794
R3	1.3039	1.2962	1.2737
R2	1.2834	1.2834	1.2719
R1	1.2757	1.2757	1.2700	1.2796
PP	1.2629	1.2629	1.2629	1.2648
S1	1.2552	1.2552	1.2662	1.2591
S2	1.2424	1.2424	1.2643
S3	1.2219	1.2347	1.2625
S4	1.2014	1.2142	1.2568

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2705	1.2500	0.0205	1.6%	0.0054	0.4%	88%	True	False	2
10	1.2705	1.2495	0.0210	1.7%	0.0037	0.3%	89%	True	False	3
20	1.2847	1.2381	0.0466	3.7%	0.0038	0.3%	64%	False	False	2

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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2896
2.618	1.2823
1.618	1.2778
1.000	1.2750
0.618	1.2733
HIGH	1.2705
0.618	1.2688
0.500	1.2683
0.382	1.2677
LOW	1.2660
0.618	1.2632
1.000	1.2615
1.618	1.2587
2.618	1.2542
4.250	1.2469

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	1.2683	1.2670
PP	1.2682	1.2659
S1	1.2682	1.2648

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols