CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 1.2970 1.2921 -0.0049 -0.4% 1.2974
High 1.2970 1.2921 -0.0049 -0.4% 1.2974
Low 1.2888 1.2921 0.0033 0.3% 1.2888
Close 1.2888 1.2921 0.0033 0.3% 1.2888
Range 0.0082 0.0000 -0.0082 -100.0% 0.0086
ATR 0.0064 0.0062 -0.0002 -3.5% 0.0000
Volume 3 1 -2 -66.7% 11
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2921 1.2921 1.2921
R3 1.2921 1.2921 1.2921
R2 1.2921 1.2921 1.2921
R1 1.2921 1.2921 1.2921 1.2921
PP 1.2921 1.2921 1.2921 1.2921
S1 1.2921 1.2921 1.2921 1.2921
S2 1.2921 1.2921 1.2921
S3 1.2921 1.2921 1.2921
S4 1.2921 1.2921 1.2921
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3175 1.3117 1.2935
R3 1.3089 1.3031 1.2912
R2 1.3003 1.3003 1.2904
R1 1.2945 1.2945 1.2896 1.2931
PP 1.2917 1.2917 1.2917 1.2910
S1 1.2859 1.2859 1.2880 1.2845
S2 1.2831 1.2831 1.2872
S3 1.2745 1.2773 1.2864
S4 1.2659 1.2687 1.2841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2970 1.2888 0.0082 0.6% 0.0027 0.2% 40% False False 2
10 1.3110 1.2888 0.0222 1.7% 0.0016 0.1% 15% False False 5
20 1.3200 1.2619 0.0581 4.5% 0.0036 0.3% 52% False False 16
40 1.3200 1.2324 0.0876 6.8% 0.0030 0.2% 68% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2921
2.618 1.2921
1.618 1.2921
1.000 1.2921
0.618 1.2921
HIGH 1.2921
0.618 1.2921
0.500 1.2921
0.382 1.2921
LOW 1.2921
0.618 1.2921
1.000 1.2921
1.618 1.2921
2.618 1.2921
4.250 1.2921
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 1.2921 1.2929
PP 1.2921 1.2926
S1 1.2921 1.2924

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

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