CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 1.2531 1.2462 -0.0069 -0.6% 1.2686
High 1.2533 1.2467 -0.0066 -0.5% 1.2749
Low 1.2497 1.2462 -0.0035 -0.3% 1.2591
Close 1.2497 1.2467 -0.0030 -0.2% 1.2601
Range 0.0036 0.0005 -0.0031 -86.1% 0.0158
ATR 0.0067 0.0065 -0.0002 -3.4% 0.0000
Volume 9 10 1 11.1% 33
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2480 1.2479 1.2470
R3 1.2475 1.2474 1.2468
R2 1.2470 1.2470 1.2468
R1 1.2469 1.2469 1.2467 1.2470
PP 1.2465 1.2465 1.2465 1.2466
S1 1.2464 1.2464 1.2467 1.2465
S2 1.2460 1.2460 1.2466
S3 1.2455 1.2459 1.2466
S4 1.2450 1.2454 1.2464
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3121 1.3019 1.2688
R3 1.2963 1.2861 1.2644
R2 1.2805 1.2805 1.2630
R1 1.2703 1.2703 1.2615 1.2675
PP 1.2647 1.2647 1.2647 1.2633
S1 1.2545 1.2545 1.2587 1.2517
S2 1.2489 1.2489 1.2572
S3 1.2331 1.2387 1.2558
S4 1.2173 1.2229 1.2514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2601 1.2462 0.0139 1.1% 0.0026 0.2% 4% False True 7
10 1.2749 1.2462 0.0287 2.3% 0.0039 0.3% 2% False True 7
20 1.2749 1.2381 0.0368 3.0% 0.0041 0.3% 23% False False 5
Crabel Price Patterns
NR True
NR4 True
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2488
2.618 1.2480
1.618 1.2475
1.000 1.2472
0.618 1.2470
HIGH 1.2467
0.618 1.2465
0.500 1.2465
0.382 1.2464
LOW 1.2462
0.618 1.2459
1.000 1.2457
1.618 1.2454
2.618 1.2449
4.250 1.2441
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 1.2466 1.2516
PP 1.2465 1.2500
S1 1.2465 1.2483

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

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