CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 1.2921 1.2951 0.0030 0.2% 1.2974
High 1.2921 1.2951 0.0030 0.2% 1.2974
Low 1.2921 1.2951 0.0030 0.2% 1.2888
Close 1.2921 1.2951 0.0030 0.2% 1.2888
Range
ATR 0.0062 0.0059 -0.0002 -3.7% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2951 1.2951 1.2951
R3 1.2951 1.2951 1.2951
R2 1.2951 1.2951 1.2951
R1 1.2951 1.2951 1.2951 1.2951
PP 1.2951 1.2951 1.2951 1.2951
S1 1.2951 1.2951 1.2951 1.2951
S2 1.2951 1.2951 1.2951
S3 1.2951 1.2951 1.2951
S4 1.2951 1.2951 1.2951
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3175 1.3117 1.2935
R3 1.3089 1.3031 1.2912
R2 1.3003 1.3003 1.2904
R1 1.2945 1.2945 1.2896 1.2931
PP 1.2917 1.2917 1.2917 1.2910
S1 1.2859 1.2859 1.2880 1.2845
S2 1.2831 1.2831 1.2872
S3 1.2745 1.2773 1.2864
S4 1.2659 1.2687 1.2841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2970 1.2888 0.0082 0.6% 0.0027 0.2% 77% False False 1
10 1.3110 1.2888 0.0222 1.7% 0.0016 0.1% 28% False False 2
20 1.3200 1.2646 0.0554 4.3% 0.0033 0.3% 55% False False 15
40 1.3200 1.2324 0.0876 6.8% 0.0030 0.2% 72% False False 9
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2951
2.618 1.2951
1.618 1.2951
1.000 1.2951
0.618 1.2951
HIGH 1.2951
0.618 1.2951
0.500 1.2951
0.382 1.2951
LOW 1.2951
0.618 1.2951
1.000 1.2951
1.618 1.2951
2.618 1.2951
4.250 1.2951
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 1.2951 1.2944
PP 1.2951 1.2936
S1 1.2951 1.2929

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

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