CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 1.2964 1.3010 0.0046 0.4% 1.3009
High 1.2964 1.3020 0.0056 0.4% 1.3020
Low 1.2964 1.2990 0.0026 0.2% 1.2890
Close 1.2964 1.2990 0.0026 0.2% 1.2990
Range 0.0000 0.0030 0.0030 0.0130
ATR 0.0057 0.0057 0.0000 -0.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3090 1.3070 1.3007
R3 1.3060 1.3040 1.2998
R2 1.3030 1.3030 1.2996
R1 1.3010 1.3010 1.2993 1.3005
PP 1.3000 1.3000 1.3000 1.2998
S1 1.2980 1.2980 1.2987 1.2975
S2 1.2970 1.2970 1.2985
S3 1.2940 1.2950 1.2982
S4 1.2910 1.2920 1.2974
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3357 1.3303 1.3062
R3 1.3227 1.3173 1.3026
R2 1.3097 1.3097 1.3014
R1 1.3043 1.3043 1.3002 1.3005
PP 1.2967 1.2967 1.2967 1.2948
S1 1.2913 1.2913 1.2978 1.2875
S2 1.2837 1.2837 1.2966
S3 1.2707 1.2783 1.2954
S4 1.2577 1.2653 1.2919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3020 1.2890 0.0130 1.0% 0.0012 0.1% 77% True False 1
10 1.3067 1.2890 0.0177 1.4% 0.0008 0.1% 56% False False 1
20 1.3138 1.2888 0.0250 1.9% 0.0012 0.1% 41% False False 5
40 1.3200 1.2347 0.0853 6.6% 0.0029 0.2% 75% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3148
2.618 1.3099
1.618 1.3069
1.000 1.3050
0.618 1.3039
HIGH 1.3020
0.618 1.3009
0.500 1.3005
0.382 1.3001
LOW 1.2990
0.618 1.2971
1.000 1.2960
1.618 1.2941
2.618 1.2911
4.250 1.2863
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 1.3005 1.2984
PP 1.3000 1.2979
S1 1.2995 1.2973

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

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