CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 1.2979 1.2963 -0.0016 -0.1% 1.3108
High 1.2979 1.2963 -0.0016 -0.1% 1.3108
Low 1.2979 1.2963 -0.0016 -0.1% 1.2963
Close 1.2979 1.2963 -0.0016 -0.1% 1.2963
Range
ATR 0.0054 0.0051 -0.0003 -5.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2963 1.2963 1.2963
R3 1.2963 1.2963 1.2963
R2 1.2963 1.2963 1.2963
R1 1.2963 1.2963 1.2963 1.2963
PP 1.2963 1.2963 1.2963 1.2963
S1 1.2963 1.2963 1.2963 1.2963
S2 1.2963 1.2963 1.2963
S3 1.2963 1.2963 1.2963
S4 1.2963 1.2963 1.2963
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3446 1.3350 1.3043
R3 1.3301 1.3205 1.3003
R2 1.3156 1.3156 1.2990
R1 1.3060 1.3060 1.2976 1.3036
PP 1.3011 1.3011 1.3011 1.2999
S1 1.2915 1.2915 1.2950 1.2891
S2 1.2866 1.2866 1.2936
S3 1.2721 1.2770 1.2923
S4 1.2576 1.2625 1.2883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3108 1.2963 0.0145 1.1% 0.0007 0.1% 0% False True 1
10 1.3158 1.2962 0.0196 1.5% 0.0010 0.1% 1% False False 2
20 1.3158 1.2890 0.0268 2.1% 0.0009 0.1% 27% False False 1
40 1.3200 1.2572 0.0628 4.8% 0.0025 0.2% 62% False False 8
60 1.3200 1.2295 0.0905 7.0% 0.0026 0.2% 74% 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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2963
2.618 1.2963
1.618 1.2963
1.000 1.2963
0.618 1.2963
HIGH 1.2963
0.618 1.2963
0.500 1.2963
0.382 1.2963
LOW 1.2963
0.618 1.2963
1.000 1.2963
1.618 1.2963
2.618 1.2963
4.250 1.2963
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 1.2963 1.2984
PP 1.2963 1.2977
S1 1.2963 1.2970

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

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