CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 1.2918 1.3025 0.0107 0.8% 1.2858
High 1.3041 1.3080 0.0039 0.3% 1.3080
Low 1.2909 1.3002 0.0093 0.7% 1.2813
Close 1.3028 1.3042 0.0014 0.1% 1.3042
Range 0.0132 0.0078 -0.0054 -40.9% 0.0267
ATR 0.0106 0.0104 -0.0002 -1.9% 0.0000
Volume 308,299 247,356 -60,943 -19.8% 1,299,073
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3275 1.3237 1.3085
R3 1.3197 1.3159 1.3063
R2 1.3119 1.3119 1.3056
R1 1.3081 1.3081 1.3049 1.3100
PP 1.3041 1.3041 1.3041 1.3051
S1 1.3003 1.3003 1.3035 1.3022
S2 1.2963 1.2963 1.3028
S3 1.2885 1.2925 1.3021
S4 1.2807 1.2847 1.2999
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3779 1.3678 1.3189
R3 1.3512 1.3411 1.3115
R2 1.3245 1.3245 1.3091
R1 1.3144 1.3144 1.3066 1.3195
PP 1.2978 1.2978 1.2978 1.3004
S1 1.2877 1.2877 1.3018 1.2928
S2 1.2711 1.2711 1.2993
S3 1.2444 1.2610 1.2969
S4 1.2177 1.2343 1.2895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3080 1.2813 0.0267 2.0% 0.0099 0.8% 86% True False 259,814
10 1.3080 1.2813 0.0267 2.0% 0.0098 0.8% 86% True False 260,341
20 1.3183 1.2768 0.0415 3.2% 0.0107 0.8% 66% False False 230,792
40 1.3183 1.2270 0.0913 7.0% 0.0099 0.8% 85% False False 116,664
60 1.3183 1.2069 0.1114 8.5% 0.0105 0.8% 87% False False 78,001
80 1.3183 1.2069 0.1114 8.5% 0.0105 0.8% 87% False False 58,546
100 1.3183 1.2069 0.1114 8.5% 0.0103 0.8% 87% False False 46,857
120 1.3300 1.2069 0.1231 9.4% 0.0092 0.7% 79% False False 39,051
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3412
2.618 1.3284
1.618 1.3206
1.000 1.3158
0.618 1.3128
HIGH 1.3080
0.618 1.3050
0.500 1.3041
0.382 1.3032
LOW 1.3002
0.618 1.2954
1.000 1.2924
1.618 1.2876
2.618 1.2798
4.250 1.2671
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 1.3042 1.3023
PP 1.3041 1.3003
S1 1.3041 1.2984

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

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