CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 1.2719 1.2742 0.0023 0.2% 1.2816
High 1.2755 1.2810 0.0055 0.4% 1.2894
Low 1.2711 1.2739 0.0028 0.2% 1.2742
Close 1.2736 1.2777 0.0041 0.3% 1.2742
Range 0.0044 0.0071 0.0027 61.4% 0.0152
ATR 0.0051 0.0053 0.0002 3.2% 0.0000
Volume 68 26 -42 -61.8% 131
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2988 1.2954 1.2816
R3 1.2917 1.2883 1.2797
R2 1.2846 1.2846 1.2790
R1 1.2812 1.2812 1.2784 1.2829
PP 1.2775 1.2775 1.2775 1.2784
S1 1.2741 1.2741 1.2770 1.2758
S2 1.2704 1.2704 1.2764
S3 1.2633 1.2670 1.2757
S4 1.2562 1.2599 1.2738
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3249 1.3147 1.2826
R3 1.3097 1.2995 1.2784
R2 1.2945 1.2945 1.2770
R1 1.2843 1.2843 1.2756 1.2818
PP 1.2793 1.2793 1.2793 1.2780
S1 1.2691 1.2691 1.2728 1.2666
S2 1.2641 1.2641 1.2714
S3 1.2489 1.2539 1.2700
S4 1.2337 1.2387 1.2658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2810 1.2711 0.0099 0.8% 0.0049 0.4% 67% True False 44
10 1.2996 1.2711 0.0285 2.2% 0.0046 0.4% 23% False False 24
20 1.3108 1.2711 0.0397 3.1% 0.0030 0.2% 17% False False 14
40 1.3158 1.2711 0.0447 3.5% 0.0022 0.2% 15% False False 7
60 1.3200 1.2554 0.0646 5.1% 0.0028 0.2% 35% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3112
2.618 1.2996
1.618 1.2925
1.000 1.2881
0.618 1.2854
HIGH 1.2810
0.618 1.2783
0.500 1.2775
0.382 1.2766
LOW 1.2739
0.618 1.2695
1.000 1.2668
1.618 1.2624
2.618 1.2553
4.250 1.2437
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 1.2776 1.2772
PP 1.2775 1.2766
S1 1.2775 1.2761

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

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