CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 1.2897 1.2929 0.0032 0.2% 1.2988
High 1.2979 1.2947 -0.0032 -0.2% 1.2991
Low 1.2890 1.2888 -0.0002 0.0% 1.2839
Close 1.2925 1.2909 -0.0016 -0.1% 1.2862
Range 0.0089 0.0059 -0.0030 -33.7% 0.0152
ATR 0.0107 0.0104 -0.0003 -3.2% 0.0000
Volume 234,486 226,853 -7,633 -3.3% 1,304,346
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3092 1.3059 1.2941
R3 1.3033 1.3000 1.2925
R2 1.2974 1.2974 1.2920
R1 1.2941 1.2941 1.2914 1.2928
PP 1.2915 1.2915 1.2915 1.2908
S1 1.2882 1.2882 1.2904 1.2869
S2 1.2856 1.2856 1.2898
S3 1.2797 1.2823 1.2893
S4 1.2738 1.2764 1.2877
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3353 1.3260 1.2946
R3 1.3201 1.3108 1.2904
R2 1.3049 1.3049 1.2890
R1 1.2956 1.2956 1.2876 1.2927
PP 1.2897 1.2897 1.2897 1.2883
S1 1.2804 1.2804 1.2848 1.2775
S2 1.2745 1.2745 1.2834
S3 1.2593 1.2652 1.2820
S4 1.2441 1.2500 1.2778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2979 1.2813 0.0166 1.3% 0.0102 0.8% 58% False False 267,491
10 1.3070 1.2813 0.0257 2.0% 0.0101 0.8% 37% False False 260,643
20 1.3183 1.2576 0.0607 4.7% 0.0111 0.9% 55% False False 204,244
40 1.3183 1.2270 0.0913 7.1% 0.0099 0.8% 70% False False 102,794
60 1.3183 1.2069 0.1114 8.6% 0.0104 0.8% 75% False False 68,750
80 1.3183 1.2069 0.1114 8.6% 0.0105 0.8% 75% False False 51,608
100 1.3183 1.2069 0.1114 8.6% 0.0102 0.8% 75% False False 41,301
120 1.3300 1.2069 0.1231 9.5% 0.0090 0.7% 68% False False 34,421
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.3198
2.618 1.3101
1.618 1.3042
1.000 1.3006
0.618 1.2983
HIGH 1.2947
0.618 1.2924
0.500 1.2918
0.382 1.2911
LOW 1.2888
0.618 1.2852
1.000 1.2829
1.618 1.2793
2.618 1.2734
4.250 1.2637
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 1.2918 1.2905
PP 1.2915 1.2900
S1 1.2912 1.2896

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

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