CME Euro FX (E) Future June 2013

Trading Metrics calculated at close of trading on 13-Sep-2012

Day Change Summary
	Previous	Current
	12-Sep-2012	13-Sep-2012	Change	Change %	Previous Week
Open	1.2967	1.2950	-0.0017	-0.1%	1.2663
High	1.2974	1.3034	0.0060	0.5%	1.2840
Low	1.2922	1.2871	-0.0051	-0.4%	1.2619
Close	1.2932	1.3019	0.0087	0.7%	1.2840
Range	0.0052	0.0163	0.0111	213.5%	0.0221
ATR	0.0064	0.0071	0.0007	11.2%	0.0000
Volume	24	25	1	4.2%	32

Daily Pivots for day following 13-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3464	1.3404	1.3109
R3	1.3301	1.3241	1.3064
R2	1.3138	1.3138	1.3049
R1	1.3078	1.3078	1.3034	1.3108
PP	1.2975	1.2975	1.2975	1.2990
S1	1.2915	1.2915	1.3004	1.2945
S2	1.2812	1.2812	1.2989
S3	1.2649	1.2752	1.2974
S4	1.2486	1.2589	1.2929

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	1.3034	1.2709	0.0325	2.5%	0.0071	0.5%	95%	True	False	28
10	1.3034	1.2557	0.0477	3.7%	0.0059	0.5%	97%	True	False	17
20	1.3034	1.2347	0.0687	5.3%	0.0039	0.3%	98%	True	False	11

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	1.3727
2.618	1.3461
1.618	1.3298
1.000	1.3197
0.618	1.3135
HIGH	1.3034
0.618	1.2972
0.500	1.2953
0.382	1.2933
LOW	1.2871
0.618	1.2770
1.000	1.2708
1.618	1.2607
2.618	1.2444
4.250	1.2178

Fisher Pivots for day following 13-Sep-2012
Pivot	1 day	3 day
R1	1.2997	1.2997
PP	1.2975	1.2975
S1	1.2953	1.2953

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