CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 1.3002 1.3004 0.0002 0.0% 1.2962
High 1.3002 1.3004 0.0002 0.0% 1.3158
Low 1.3002 1.3004 0.0002 0.0% 1.2962
Close 1.3002 1.3004 0.0002 0.0% 1.3054
Range
ATR 0.0060 0.0056 -0.0004 -6.9% 0.0000
Volume 1 1 0 0.0% 17
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3004 1.3004 1.3004
R3 1.3004 1.3004 1.3004
R2 1.3004 1.3004 1.3004
R1 1.3004 1.3004 1.3004 1.3004
PP 1.3004 1.3004 1.3004 1.3004
S1 1.3004 1.3004 1.3004 1.3004
S2 1.3004 1.3004 1.3004
S3 1.3004 1.3004 1.3004
S4 1.3004 1.3004 1.3004
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 1.3108 1.3002 0.0106 0.8% 0.0012 0.1% 2% False False 2
10 1.3158 1.2962 0.0196 1.5% 0.0013 0.1% 21% False False 2
20 1.3158 1.2888 0.0270 2.1% 0.0016 0.1% 43% False False 1
40 1.3200 1.2557 0.0643 4.9% 0.0027 0.2% 70% False False 8
60 1.3200 1.2232 0.0968 7.4% 0.0026 0.2% 80% False False 7
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.3004
2.618 1.3004
1.618 1.3004
1.000 1.3004
0.618 1.3004
HIGH 1.3004
0.618 1.3004
0.500 1.3004
0.382 1.3004
LOW 1.3004
0.618 1.3004
1.000 1.3004
1.618 1.3004
2.618 1.3004
4.250 1.3004
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 1.3004 1.3055
PP 1.3004 1.3038
S1 1.3004 1.3021

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

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