CME Euro FX (E) Future June 2013

Trading Metrics calculated at close of trading on 12-Sep-2012

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	1.2901	1.2967	0.0066	0.5%	1.2663
High	1.2907	1.2974	0.0067	0.5%	1.2840
Low	1.2897	1.2922	0.0025	0.2%	1.2619
Close	1.2903	1.2932	0.0029	0.2%	1.2840
Range	0.0010	0.0052	0.0042	420.0%	0.0221
ATR	0.0063	0.0064	0.0001	0.9%	0.0000
Volume	45	24	-21	-46.7%	32

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3099	1.3067	1.2961
R3	1.3047	1.3015	1.2946
R2	1.2995	1.2995	1.2942
R1	1.2963	1.2963	1.2937	1.2953
PP	1.2943	1.2943	1.2943	1.2938
S1	1.2911	1.2911	1.2927	1.2901
S2	1.2891	1.2891	1.2922
S3	1.2839	1.2859	1.2918
S4	1.2787	1.2807	1.2903

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	1.2974	1.2692	0.0282	2.2%	0.0039	0.3%	85%	True	False	23
10	1.2974	1.2557	0.0417	3.2%	0.0042	0.3%	90%	True	False	15
20	1.2974	1.2330	0.0644	5.0%	0.0032	0.2%	93%	True	False	10

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	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3195
2.618	1.3110
1.618	1.3058
1.000	1.3026
0.618	1.3006
HIGH	1.2974
0.618	1.2954
0.500	1.2948
0.382	1.2942
LOW	1.2922
0.618	1.2890
1.000	1.2870
1.618	1.2838
2.618	1.2786
4.250	1.2701

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	1.2948	1.2919
PP	1.2943	1.2906
S1	1.2937	1.2893

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