CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 1.2417 1.2347 -0.0070 -0.6% 1.2324
High 1.2417 1.2376 -0.0041 -0.3% 1.2417
Low 1.2417 1.2347 -0.0070 -0.6% 1.2324
Close 1.2417 1.2376 -0.0041 -0.3% 1.2376
Range 0.0000 0.0029 0.0029 0.0093
ATR 0.0055 0.0056 0.0001 1.9% 0.0000
Volume 2 2 0 0.0% 18
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2453 1.2444 1.2392
R3 1.2424 1.2415 1.2384
R2 1.2395 1.2395 1.2381
R1 1.2386 1.2386 1.2379 1.2391
PP 1.2366 1.2366 1.2366 1.2369
S1 1.2357 1.2357 1.2373 1.2362
S2 1.2337 1.2337 1.2371
S3 1.2308 1.2328 1.2368
S4 1.2279 1.2299 1.2360
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2651 1.2607 1.2427
R3 1.2558 1.2514 1.2402
R2 1.2465 1.2465 1.2393
R1 1.2421 1.2421 1.2385 1.2443
PP 1.2372 1.2372 1.2372 1.2384
S1 1.2328 1.2328 1.2367 1.2350
S2 1.2279 1.2279 1.2359
S3 1.2186 1.2235 1.2350
S4 1.2093 1.2142 1.2325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2417 1.2324 0.0093 0.8% 0.0027 0.2% 56% False False 3
10 1.2483 1.2324 0.0159 1.3% 0.0017 0.1% 33% False False 5
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 1.2499
2.618 1.2452
1.618 1.2423
1.000 1.2405
0.618 1.2394
HIGH 1.2376
0.618 1.2365
0.500 1.2362
0.382 1.2358
LOW 1.2347
0.618 1.2329
1.000 1.2318
1.618 1.2300
2.618 1.2271
4.250 1.2224
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 1.2371 1.2375
PP 1.2366 1.2374
S1 1.2362 1.2374

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

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