CME Euro FX (E) Future March 2013

Trading Metrics calculated at close of trading on 25-Sep-2012

6EH13 began trading on 05/08/2012 and has 98 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 10/25/2012.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.18)

Moving Averages

Neutral

0.00

Oscillators

Sell

-0.33

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 1.61x

ATR(14) %: 0.7%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	24-Sep-2012	25-Sep-2012	Change	Change %	Previous Week
Open	1.2985	1.2960	-0.0025	-0.2%	1.3148
High	1.2996	1.2988	-0.0008	-0.1%	1.3188
Low	1.2922	1.2918	-0.0004	-0.0%	1.2946
Close	1.2960	1.2951	-0.0009	-0.1%	1.3014
Range	0.0074	0.0070	-0.0004	-5.4%	0.0242
ATR(14)	0.0086	0.0085	-0.0001	-1.3%	0.0085
Volume	187	119	-68	-36.4%	559

Multi-Period Performance

1-Month (21d)

3.2%

3-Month (63d)

3.3%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-0.9%

52-Week Range

52W Low: 1.2090 (7.1%)

Position (78%)

52W High: 1.3188 (1.8%)

Daily Pivots for day following 25-Sep-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	1.3162	1.3127	1.2990
R3	1.3092	1.3057	1.2970
R2	1.3022	1.3022	1.2964
R1	1.2987	1.2987	1.2957	1.2970
PP	1.2952	1.2952	1.2952	1.2944
S1	1.2917	1.2917	1.2945	1.2900
S2	1.2882	1.2882	1.2938
S3	1.2812	1.2847	1.2932
S4	1.2742	1.2777	1.2913

Weekly Pivots for week ending 21-Sep-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	1.3775	1.3637	1.3147
R3	1.3533	1.3395	1.3081
R2	1.3291	1.3291	1.3058
R1	1.3153	1.3153	1.3036	1.3101
PP	1.3049	1.3049	1.3049	1.3024
S1	1.2911	1.2911	1.2992	1.2859
S2	1.2807	1.2807	1.2970
S3	1.2565	1.2669	1.2947
S4	1.2323	1.2427	1.2881

Fisher Pivots for day following 25-Sep-2012

Pivot	1 Day	3 Day
R1	1.2953	1.2993
PP	1.2952	1.2979
S1	1.2952	1.2965

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1.3286
2.618	1.3171
1.618	1.3101
1.000	1.3058
0.618	1.3031
HIGH	1.2988
0.618	1.2961
0.500	1.2953
0.382	1.2945
LOW	1.2918
0.618	1.2875
1.000	1.2848
1.618	1.2805
2.618	1.2735
4.250	1.2621

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	1.2929
38.2%	1.2769
50.0%	1.2639
61.8%	1.2509
78.6%	1.2325

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	1.3001	-0.0050	-0.4%	Below
10-Day SMA	1.3026	-0.0075	-0.6%	Below
20-Day SMA	1.2850	0.0101	0.8%	Above
50-Day SMA	1.2555	0.0396	3.2%	Above
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 1.3251

Middle: 1.2850

Lower: 1.2449

Bandwidth: 6.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 1.3022

Kijun-sen: 1.2786

Span A: 1.2904

Span B: 1.2639

Chikou Span: 1.2357

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

60.86

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

0.01

Signal: 0.01 · Hist: -0.00

Stochastic (14, 3)

Neutral

%K: 54.25

%D: 61.70

StochRSI (14)

Neutral

%K: 9.46

%D: 22.73

ADX (14) & Trend

Neutral

36.38

+DI: 35.00 · -DI: 21.30

CCI (20)

Neutral

40.59

Range -100 to +100

Williams %R (14)

Neutral

-45.75

Range -100 to 0

Ultimate Oscillator

Neutral

50.12

Periods: 7, 14, 28

ROC (12)

Bearish

0.98%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

0.00

Bull: 0.00 · Bear: -0.00

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0024
Narrowest range in 5 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3112	1.2918	0.0194	1.5%	0.0089	0.7%	17%	False	True	143
10	1.3188	1.2855	0.0333	2.6%	0.0102	0.8%	29%	False	False	125
20	1.3188	1.2541	0.0647	5.0%	0.0072	0.6%	63%	False	False	74
40	1.3188	1.2204	0.0984	7.6%	0.0048	0.4%	76%	False	False	40
60	1.3188	1.2090	0.1098	8.5%	0.0050	0.4%	78%	False	False	31
80	1.3188	1.2090	0.1098	8.5%	0.0049	0.4%	78%	False	False	24

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