CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 1.3117 1.3093 -0.0024 -0.2% 1.2927
High 1.3147 1.3093 -0.0054 -0.4% 1.3155
Low 1.3076 1.3038 -0.0038 -0.3% 1.2909
Close 1.3083 1.3043 -0.0040 -0.3% 1.3043
Range 0.0071 0.0055 -0.0016 -22.5% 0.0246
ATR 0.0088 0.0086 -0.0002 -2.7% 0.0000
Volume 248 172 -76 -30.6% 926
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3223 1.3188 1.3073
R3 1.3168 1.3133 1.3058
R2 1.3113 1.3113 1.3053
R1 1.3078 1.3078 1.3048 1.3068
PP 1.3058 1.3058 1.3058 1.3053
S1 1.3023 1.3023 1.3038 1.3013
S2 1.3003 1.3003 1.3033
S3 1.2948 1.2968 1.3028
S4 1.2893 1.2913 1.3013
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3774 1.3654 1.3178
R3 1.3528 1.3408 1.3111
R2 1.3282 1.3282 1.3088
R1 1.3162 1.3162 1.3066 1.3222
PP 1.3036 1.3036 1.3036 1.3066
S1 1.2916 1.2916 1.3020 1.2976
S2 1.2790 1.2790 1.2998
S3 1.2544 1.2670 1.2975
S4 1.2298 1.2424 1.2908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3155 1.2909 0.0246 1.9% 0.0071 0.5% 54% False False 185
10 1.3155 1.2860 0.0295 2.3% 0.0078 0.6% 62% False False 152
20 1.3155 1.2859 0.0296 2.3% 0.0077 0.6% 62% False False 158
40 1.3188 1.2537 0.0651 5.0% 0.0072 0.5% 78% False False 109
60 1.3188 1.2204 0.0984 7.5% 0.0058 0.4% 85% False False 74
80 1.3188 1.2090 0.1098 8.4% 0.0057 0.4% 87% False False 58
100 1.3188 1.2090 0.1098 8.4% 0.0054 0.4% 87% False False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3327
2.618 1.3237
1.618 1.3182
1.000 1.3148
0.618 1.3127
HIGH 1.3093
0.618 1.3072
0.500 1.3066
0.382 1.3059
LOW 1.3038
0.618 1.3004
1.000 1.2983
1.618 1.2949
2.618 1.2894
4.250 1.2804
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 1.3066 1.3097
PP 1.3058 1.3079
S1 1.3051 1.3061

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

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