CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 1.3108 1.3002 -0.0106 -0.8% 1.2962
High 1.3108 1.3002 -0.0106 -0.8% 1.3158
Low 1.3075 1.3002 -0.0073 -0.6% 1.2962
Close 1.3075 1.3002 -0.0073 -0.6% 1.3054
Range 0.0033 0.0000 -0.0033 -100.0% 0.0196
ATR 0.0059 0.0060 0.0001 1.7% 0.0000
Volume 1 1 0 0.0% 17
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3002 1.3002 1.3002
R3 1.3002 1.3002 1.3002
R2 1.3002 1.3002 1.3002
R1 1.3002 1.3002 1.3002 1.3002
PP 1.3002 1.3002 1.3002 1.3002
S1 1.3002 1.3002 1.3002 1.3002
S2 1.3002 1.3002 1.3002
S3 1.3002 1.3002 1.3002
S4 1.3002 1.3002 1.3002
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3646 1.3546 1.3162
R3 1.3450 1.3350 1.3108
R2 1.3254 1.3254 1.3090
R1 1.3154 1.3154 1.3072 1.3204
PP 1.3058 1.3058 1.3058 1.3083
S1 1.2958 1.2958 1.3036 1.3008
S2 1.2862 1.2862 1.3018
S3 1.2666 1.2762 1.3000
S4 1.2470 1.2566 1.2946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3158 1.3002 0.0156 1.2% 0.0015 0.1% 0% False True 2
10 1.3158 1.2926 0.0232 1.8% 0.0013 0.1% 33% False False 2
20 1.3158 1.2888 0.0270 2.1% 0.0016 0.1% 42% False False 1
40 1.3200 1.2557 0.0643 4.9% 0.0027 0.2% 69% False False 8
60 1.3200 1.2232 0.0968 7.4% 0.0026 0.2% 80% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0001
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3002
2.618 1.3002
1.618 1.3002
1.000 1.3002
0.618 1.3002
HIGH 1.3002
0.618 1.3002
0.500 1.3002
0.382 1.3002
LOW 1.3002
0.618 1.3002
1.000 1.3002
1.618 1.3002
2.618 1.3002
4.250 1.3002
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 1.3002 1.3055
PP 1.3002 1.3037
S1 1.3002 1.3020

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

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