CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 1.2749 1.2591 -0.0158 -1.2% 1.2591
High 1.2749 1.2591 -0.0158 -1.2% 1.2705
Low 1.2704 1.2591 -0.0113 -0.9% 1.2500
Close 1.2704 1.2591 -0.0113 -0.9% 1.2681
Range 0.0045 0.0000 -0.0045 -100.0% 0.0205
ATR 0.0072 0.0075 0.0003 4.1% 0.0000
Volume 2 2 0 0.0% 11
Daily Pivots for day following 21-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 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 1.2749 1.2591 0.0158 1.3% 0.0052 0.4% 0% False True 6
10 1.2749 1.2500 0.0249 2.0% 0.0053 0.4% 37% False False 4
20 1.2749 1.2381 0.0368 2.9% 0.0044 0.3% 57% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 5 trading days
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 21-Jun-2012
Pivot 1 day 3 day
R1 1.2591 1.2670
PP 1.2591 1.2644
S1 1.2591 1.2617

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

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