CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 1.2742 1.2808 0.0066 0.5% 1.2816
High 1.2810 1.2825 0.0015 0.1% 1.2894
Low 1.2739 1.2804 0.0065 0.5% 1.2742
Close 1.2777 1.2806 0.0029 0.2% 1.2742
Range 0.0071 0.0021 -0.0050 -70.4% 0.0152
ATR 0.0053 0.0052 0.0000 -0.6% 0.0000
Volume 26 33 7 26.9% 131
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2875 1.2861 1.2818
R3 1.2854 1.2840 1.2812
R2 1.2833 1.2833 1.2810
R1 1.2819 1.2819 1.2808 1.2816
PP 1.2812 1.2812 1.2812 1.2810
S1 1.2798 1.2798 1.2804 1.2795
S2 1.2791 1.2791 1.2802
S3 1.2770 1.2777 1.2800
S4 1.2749 1.2756 1.2794
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 1.2825 1.2711 0.0114 0.9% 0.0044 0.3% 83% True False 48
10 1.2909 1.2711 0.0198 1.5% 0.0045 0.3% 48% False False 26
20 1.3108 1.2711 0.0397 3.1% 0.0031 0.2% 24% False False 15
40 1.3158 1.2711 0.0447 3.5% 0.0022 0.2% 21% False False 8
60 1.3200 1.2554 0.0646 5.0% 0.0029 0.2% 39% False False 11
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2914
2.618 1.2880
1.618 1.2859
1.000 1.2846
0.618 1.2838
HIGH 1.2825
0.618 1.2817
0.500 1.2815
0.382 1.2812
LOW 1.2804
0.618 1.2791
1.000 1.2783
1.618 1.2770
2.618 1.2749
4.250 1.2715
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 1.2815 1.2793
PP 1.2812 1.2781
S1 1.2809 1.2768

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

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