CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 1.2899 1.2900 0.0001 0.0% 1.3138
High 1.2899 1.2955 0.0056 0.4% 1.3138
Low 1.2899 1.2900 0.0001 0.0% 1.3010
Close 1.2899 1.2955 0.0056 0.4% 1.3028
Range 0.0000 0.0055 0.0055 0.0128
ATR 0.0063 0.0063 -0.0001 -0.8% 0.0000
Volume 2 2 0 0.0% 81
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3102 1.3083 1.2985
R3 1.3047 1.3028 1.2970
R2 1.2992 1.2992 1.2965
R1 1.2973 1.2973 1.2960 1.2983
PP 1.2937 1.2937 1.2937 1.2941
S1 1.2918 1.2918 1.2950 1.2928
S2 1.2882 1.2882 1.2945
S3 1.2827 1.2863 1.2940
S4 1.2772 1.2808 1.2925
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3443 1.3363 1.3098
R3 1.3315 1.3235 1.3063
R2 1.3187 1.3187 1.3051
R1 1.3107 1.3107 1.3040 1.3083
PP 1.3059 1.3059 1.3059 1.3047
S1 1.2979 1.2979 1.3016 1.2955
S2 1.2931 1.2931 1.3005
S3 1.2803 1.2851 1.2993
S4 1.2675 1.2723 1.2958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3028 1.2899 0.0129 1.0% 0.0014 0.1% 43% False False 1
10 1.3200 1.2899 0.0301 2.3% 0.0022 0.2% 19% False False 14
20 1.3200 1.2557 0.0643 5.0% 0.0040 0.3% 62% False False 16
40 1.3200 1.2232 0.0968 7.5% 0.0032 0.2% 75% False False 10
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 0.0002
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3189
2.618 1.3099
1.618 1.3044
1.000 1.3010
0.618 1.2989
HIGH 1.2955
0.618 1.2934
0.500 1.2928
0.382 1.2921
LOW 1.2900
0.618 1.2866
1.000 1.2845
1.618 1.2811
2.618 1.2756
4.250 1.2666
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 1.2946 1.2947
PP 1.2937 1.2940
S1 1.2928 1.2932

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

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