CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 1.2935 1.3055 0.0120 0.9% 1.2974
High 1.2935 1.3055 0.0120 0.9% 1.2974
Low 1.2935 1.3055 0.0120 0.9% 1.2888
Close 1.2935 1.3055 0.0120 0.9% 1.2888
Range
ATR 0.0056 0.0061 0.0005 8.1% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3055 1.3055 1.3055
R3 1.3055 1.3055 1.3055
R2 1.3055 1.3055 1.3055
R1 1.3055 1.3055 1.3055 1.3055
PP 1.3055 1.3055 1.3055 1.3055
S1 1.3055 1.3055 1.3055 1.3055
S2 1.3055 1.3055 1.3055
S3 1.3055 1.3055 1.3055
S4 1.3055 1.3055 1.3055
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 1.3055 1.2888 0.0167 1.3% 0.0016 0.1% 100% True False 1
10 1.3055 1.2888 0.0167 1.3% 0.0015 0.1% 100% True False 1
20 1.3200 1.2709 0.0491 3.8% 0.0033 0.3% 70% False False 14
40 1.3200 1.2324 0.0876 6.7% 0.0030 0.2% 83% 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 1.3055
2.618 1.3055
1.618 1.3055
1.000 1.3055
0.618 1.3055
HIGH 1.3055
0.618 1.3055
0.500 1.3055
0.382 1.3055
LOW 1.3055
0.618 1.3055
1.000 1.3055
1.618 1.3055
2.618 1.3055
4.250 1.3055
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 1.3055 1.3035
PP 1.3055 1.3015
S1 1.3055 1.2995

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

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