CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1.2692 1.2710 0.0018 0.1% 1.2663
High 1.2692 1.2840 0.0148 1.2% 1.2840
Low 1.2692 1.2709 0.0017 0.1% 1.2619
Close 1.2692 1.2840 0.0148 1.2% 1.2840
Range 0.0000 0.0131 0.0131 0.0221
ATR 0.0057 0.0063 0.0007 11.6% 0.0000
Volume 1 1 0 0.0% 32
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3189 1.3146 1.2912
R3 1.3058 1.3015 1.2876
R2 1.2927 1.2927 1.2864
R1 1.2884 1.2884 1.2852 1.2906
PP 1.2796 1.2796 1.2796 1.2807
S1 1.2753 1.2753 1.2828 1.2775
S2 1.2665 1.2665 1.2816
S3 1.2534 1.2622 1.2804
S4 1.2403 1.2491 1.2768
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3429 1.3356 1.2962
R3 1.3208 1.3135 1.2901
R2 1.2987 1.2987 1.2881
R1 1.2914 1.2914 1.2860 1.2951
PP 1.2766 1.2766 1.2766 1.2785
S1 1.2693 1.2693 1.2820 1.2730
S2 1.2545 1.2545 1.2799
S3 1.2324 1.2472 1.2779
S4 1.2103 1.2251 1.2718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2840 1.2572 0.0268 2.1% 0.0061 0.5% 100% True False 6
10 1.2840 1.2554 0.0286 2.2% 0.0042 0.3% 100% True False 6
20 1.2840 1.2324 0.0516 4.0% 0.0033 0.3% 100% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.3397
2.618 1.3183
1.618 1.3052
1.000 1.2971
0.618 1.2921
HIGH 1.2840
0.618 1.2790
0.500 1.2775
0.382 1.2759
LOW 1.2709
0.618 1.2628
1.000 1.2578
1.618 1.2497
2.618 1.2366
4.250 1.2152
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1.2818 1.2808
PP 1.2796 1.2775
S1 1.2775 1.2743

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

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