CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 1.2808 1.2802 -0.0006 0.0% 1.2755
High 1.2825 1.2802 -0.0023 -0.2% 1.2825
Low 1.2804 1.2737 -0.0067 -0.5% 1.2711
Close 1.2806 1.2760 -0.0046 -0.4% 1.2760
Range 0.0021 0.0065 0.0044 209.5% 0.0114
ATR 0.0052 0.0054 0.0001 2.3% 0.0000
Volume 33 65 32 97.0% 201
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2961 1.2926 1.2796
R3 1.2896 1.2861 1.2778
R2 1.2831 1.2831 1.2772
R1 1.2796 1.2796 1.2766 1.2781
PP 1.2766 1.2766 1.2766 1.2759
S1 1.2731 1.2731 1.2754 1.2716
S2 1.2701 1.2701 1.2748
S3 1.2636 1.2666 1.2742
S4 1.2571 1.2601 1.2724
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3107 1.3048 1.2823
R3 1.2993 1.2934 1.2791
R2 1.2879 1.2879 1.2781
R1 1.2820 1.2820 1.2770 1.2850
PP 1.2765 1.2765 1.2765 1.2780
S1 1.2706 1.2706 1.2750 1.2736
S2 1.2651 1.2651 1.2739
S3 1.2537 1.2592 1.2729
S4 1.2423 1.2478 1.2697
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% 43% False False 40
10 1.2894 1.2711 0.0183 1.4% 0.0046 0.4% 27% False False 33
20 1.3108 1.2711 0.0397 3.1% 0.0033 0.3% 12% False False 18
40 1.3158 1.2711 0.0447 3.5% 0.0024 0.2% 11% False False 10
60 1.3200 1.2554 0.0646 5.1% 0.0029 0.2% 32% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3078
2.618 1.2972
1.618 1.2907
1.000 1.2867
0.618 1.2842
HIGH 1.2802
0.618 1.2777
0.500 1.2770
0.382 1.2762
LOW 1.2737
0.618 1.2697
1.000 1.2672
1.618 1.2632
2.618 1.2567
4.250 1.2461
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 1.2770 1.2781
PP 1.2766 1.2774
S1 1.2763 1.2767

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

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