CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 1.2818 1.2894 0.0076 0.6% 1.2929
High 1.2847 1.2894 0.0047 0.4% 1.3022
Low 1.2815 1.2799 -0.0016 -0.1% 1.2854
Close 1.2845 1.2799 -0.0046 -0.4% 1.2854
Range 0.0032 0.0095 0.0063 196.9% 0.0168
ATR 0.0051 0.0054 0.0003 6.2% 0.0000
Volume 1 6 5 500.0% 31
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3116 1.3052 1.2851
R3 1.3021 1.2957 1.2825
R2 1.2926 1.2926 1.2816
R1 1.2862 1.2862 1.2808 1.2847
PP 1.2831 1.2831 1.2831 1.2823
S1 1.2767 1.2767 1.2790 1.2752
S2 1.2736 1.2736 1.2782
S3 1.2641 1.2672 1.2773
S4 1.2546 1.2577 1.2747
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3414 1.3302 1.2946
R3 1.3246 1.3134 1.2900
R2 1.3078 1.3078 1.2885
R1 1.2966 1.2966 1.2869 1.2938
PP 1.2910 1.2910 1.2910 1.2896
S1 1.2798 1.2798 1.2839 1.2770
S2 1.2742 1.2742 1.2823
S3 1.2574 1.2630 1.2808
S4 1.2406 1.2462 1.2762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2996 1.2799 0.0197 1.5% 0.0043 0.3% 0% False True 3
10 1.3022 1.2799 0.0223 1.7% 0.0029 0.2% 0% False True 4
20 1.3158 1.2799 0.0359 2.8% 0.0021 0.2% 0% False True 3
40 1.3200 1.2799 0.0401 3.1% 0.0023 0.2% 0% False True 6
60 1.3200 1.2330 0.0870 6.8% 0.0026 0.2% 54% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1.3298
2.618 1.3143
1.618 1.3048
1.000 1.2989
0.618 1.2953
HIGH 1.2894
0.618 1.2858
0.500 1.2847
0.382 1.2835
LOW 1.2799
0.618 1.2740
1.000 1.2704
1.618 1.2645
2.618 1.2550
4.250 1.2395
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 1.2847 1.2847
PP 1.2831 1.2831
S1 1.2815 1.2815

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

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