CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 1.2982 1.2975 -0.0007 -0.1% 1.3045
High 1.3031 1.2995 -0.0036 -0.3% 1.3096
Low 1.2969 1.2948 -0.0021 -0.2% 1.2900
Close 1.2979 1.2954 -0.0025 -0.2% 1.2951
Range 0.0062 0.0047 -0.0015 -24.2% 0.0196
ATR 0.0079 0.0077 -0.0002 -2.9% 0.0000
Volume 70 258 188 268.6% 725
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3107 1.3077 1.2980
R3 1.3060 1.3030 1.2967
R2 1.3013 1.3013 1.2963
R1 1.2983 1.2983 1.2958 1.2975
PP 1.2966 1.2966 1.2966 1.2961
S1 1.2936 1.2936 1.2950 1.2928
S2 1.2919 1.2919 1.2945
S3 1.2872 1.2889 1.2941
S4 1.2825 1.2842 1.2928
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3570 1.3457 1.3059
R3 1.3374 1.3261 1.3005
R2 1.3178 1.3178 1.2987
R1 1.3065 1.3065 1.2969 1.3024
PP 1.2982 1.2982 1.2982 1.2962
S1 1.2869 1.2869 1.2933 1.2828
S2 1.2786 1.2786 1.2915
S3 1.2590 1.2673 1.2897
S4 1.2394 1.2477 1.2843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3031 1.2900 0.0131 1.0% 0.0058 0.4% 41% False False 153
10 1.3096 1.2900 0.0196 1.5% 0.0066 0.5% 28% False False 147
20 1.3155 1.2860 0.0295 2.3% 0.0072 0.6% 32% False False 153
40 1.3188 1.2670 0.0518 4.0% 0.0083 0.6% 55% False False 137
60 1.3188 1.2300 0.0888 6.9% 0.0063 0.5% 74% False False 95
80 1.3188 1.2090 0.1098 8.5% 0.0057 0.4% 79% False False 74
100 1.3188 1.2090 0.1098 8.5% 0.0056 0.4% 79% False False 60
120 1.3188 1.2090 0.1098 8.5% 0.0053 0.4% 79% False False 51
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3195
2.618 1.3118
1.618 1.3071
1.000 1.3042
0.618 1.3024
HIGH 1.2995
0.618 1.2977
0.500 1.2972
0.382 1.2966
LOW 1.2948
0.618 1.2919
1.000 1.2901
1.618 1.2872
2.618 1.2825
4.250 1.2748
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 1.2972 1.2974
PP 1.2966 1.2967
S1 1.2960 1.2961

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

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