CME Euro FX (E) Future June 2013

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	1.2663	1.2656	-0.0007	-0.1%	1.2558
High	1.2670	1.2656	-0.0014	-0.1%	1.2683
Low	1.2619	1.2646	0.0027	0.2%	1.2554
Close	1.2619	1.2646	0.0027	0.2%	1.2627
Range	0.0051	0.0010	-0.0041	-80.4%	0.0129
ATR	0.0059	0.0057	-0.0002	-2.7%	0.0000
Volume	23	7	-16	-69.6%	8

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2679	1.2673	1.2652
R3	1.2669	1.2663	1.2649
R2	1.2659	1.2659	1.2648
R1	1.2653	1.2653	1.2647	1.2651
PP	1.2649	1.2649	1.2649	1.2649
S1	1.2643	1.2643	1.2645	1.2641
S2	1.2639	1.2639	1.2644
S3	1.2629	1.2633	1.2643
S4	1.2619	1.2623	1.2641

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3008	1.2947	1.2698
R3	1.2879	1.2818	1.2662
R2	1.2750	1.2750	1.2651
R1	1.2689	1.2689	1.2639	1.2720
PP	1.2621	1.2621	1.2621	1.2637
S1	1.2560	1.2560	1.2615	1.2591
S2	1.2492	1.2492	1.2603
S3	1.2363	1.2431	1.2592
S4	1.2234	1.2302	1.2556

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2683	1.2557	0.0126	1.0%	0.0046	0.4%	71%	False	False	6
10	1.2683	1.2554	0.0129	1.0%	0.0033	0.3%	71%	False	False	7
20	1.2683	1.2324	0.0359	2.8%	0.0027	0.2%	90%	False	False	5

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
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	1.2699
2.618	1.2682
1.618	1.2672
1.000	1.2666
0.618	1.2662
HIGH	1.2656
0.618	1.2652
0.500	1.2651
0.382	1.2650
LOW	1.2646
0.618	1.2640
1.000	1.2636
1.618	1.2630
2.618	1.2620
4.250	1.2604

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	1.2651	1.2640
PP	1.2649	1.2634
S1	1.2648	1.2628

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