CME Euro FX (E) Future June 2013

Trading Metrics calculated at close of trading on 30-Aug-2012

Day Change Summary
	Previous	Current
	29-Aug-2012	30-Aug-2012	Change	Change %	Previous Week
Open	1.2578	1.2580	0.0002	0.0%	1.2403
High	1.2578	1.2615	0.0037	0.3%	1.2634
Low	1.2578	1.2557	-0.0021	-0.2%	1.2403
Close	1.2578	1.2557	-0.0021	-0.2%	1.2571
Range	0.0000	0.0058	0.0058		0.0231
ATR	0.0054	0.0054	0.0000	0.5%	0.0000
Volume	1	1	0	0.0%	39

Daily Pivots for day following 30-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2750	1.2712	1.2589
R3	1.2692	1.2654	1.2573
R2	1.2634	1.2634	1.2568
R1	1.2596	1.2596	1.2562	1.2586
PP	1.2576	1.2576	1.2576	1.2572
S1	1.2538	1.2538	1.2552	1.2528
S2	1.2518	1.2518	1.2546
S3	1.2460	1.2480	1.2541
S4	1.2402	1.2422	1.2525

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3229	1.3131	1.2698
R3	1.2998	1.2900	1.2635
R2	1.2767	1.2767	1.2613
R1	1.2669	1.2669	1.2592	1.2718
PP	1.2536	1.2536	1.2536	1.2561
S1	1.2438	1.2438	1.2550	1.2487
S2	1.2305	1.2305	1.2529
S3	1.2074	1.2207	1.2507
S4	1.1843	1.1976	1.2444

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2615	1.2554	0.0061	0.5%	0.0023	0.2%	5%	True	False	5
10	1.2634	1.2347	0.0287	2.3%	0.0025	0.2%	73%	False	False	4
20	1.2634	1.2295	0.0339	2.7%	0.0026	0.2%	77%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2862
2.618	1.2767
1.618	1.2709
1.000	1.2673
0.618	1.2651
HIGH	1.2615
0.618	1.2593
0.500	1.2586
0.382	1.2579
LOW	1.2557
0.618	1.2521
1.000	1.2499
1.618	1.2463
2.618	1.2405
4.250	1.2311

Fisher Pivots for day following 30-Aug-2012
Pivot	1 day	3 day
R1	1.2586	1.2586
PP	1.2576	1.2576
S1	1.2567	1.2567

Download as Excel Spreadsheet

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

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