CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 1.3022 1.2996 -0.0026 -0.2% 1.3108
High 1.3022 1.2996 -0.0026 -0.2% 1.3108
Low 1.2988 1.2965 -0.0023 -0.2% 1.2963
Close 1.2990 1.2965 -0.0025 -0.2% 1.2963
Range 0.0034 0.0031 -0.0003 -8.8% 0.0145
ATR 0.0050 0.0049 -0.0001 -2.7% 0.0000
Volume 20 6 -14 -70.0% 5
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3068 1.3048 1.2982
R3 1.3037 1.3017 1.2974
R2 1.3006 1.3006 1.2971
R1 1.2986 1.2986 1.2968 1.2981
PP 1.2975 1.2975 1.2975 1.2973
S1 1.2955 1.2955 1.2962 1.2950
S2 1.2944 1.2944 1.2959
S3 1.2913 1.2924 1.2956
S4 1.2882 1.2893 1.2948
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 1.3022 1.2924 0.0098 0.8% 0.0022 0.2% 42% False False 6
10 1.3108 1.2924 0.0184 1.4% 0.0017 0.1% 22% False False 3
20 1.3158 1.2890 0.0268 2.1% 0.0015 0.1% 28% False False 2
40 1.3200 1.2709 0.0491 3.8% 0.0024 0.2% 52% False False 8
60 1.3200 1.2324 0.0876 6.8% 0.0025 0.2% 73% False False 7
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3128
2.618 1.3077
1.618 1.3046
1.000 1.3027
0.618 1.3015
HIGH 1.2996
0.618 1.2984
0.500 1.2981
0.382 1.2977
LOW 1.2965
0.618 1.2946
1.000 1.2934
1.618 1.2915
2.618 1.2884
4.250 1.2833
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 1.2981 1.2994
PP 1.2975 1.2984
S1 1.2970 1.2975

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

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