CME Euro FX (E) Future March 2013


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 1.2944 1.3036 0.0092 0.7% 1.2900
High 1.3047 1.3085 0.0038 0.3% 1.3085
Low 1.2944 1.3022 0.0078 0.6% 1.2900
Close 1.3041 1.3055 0.0014 0.1% 1.3055
Range 0.0103 0.0063 -0.0040 -38.8% 0.0185
ATR 0.0087 0.0086 -0.0002 -2.0% 0.0000
Volume 139 245 106 76.3% 703
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3243 1.3212 1.3090
R3 1.3180 1.3149 1.3072
R2 1.3117 1.3117 1.3067
R1 1.3086 1.3086 1.3061 1.3102
PP 1.3054 1.3054 1.3054 1.3062
S1 1.3023 1.3023 1.3049 1.3039
S2 1.2991 1.2991 1.3043
S3 1.2928 1.2960 1.3038
S4 1.2865 1.2897 1.3020
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3568 1.3497 1.3157
R3 1.3383 1.3312 1.3106
R2 1.3198 1.3198 1.3089
R1 1.3127 1.3127 1.3072 1.3163
PP 1.3013 1.3013 1.3013 1.3031
S1 1.2942 1.2942 1.3038 1.2978
S2 1.2828 1.2828 1.3021
S3 1.2643 1.2757 1.3004
S4 1.2458 1.2572 1.2953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3085 1.2900 0.0185 1.4% 0.0070 0.5% 84% True False 140
10 1.3085 1.2859 0.0226 1.7% 0.0077 0.6% 87% True False 164
20 1.3188 1.2786 0.0402 3.1% 0.0089 0.7% 67% False False 133
40 1.3188 1.2300 0.0888 6.8% 0.0059 0.5% 85% False False 72
60 1.3188 1.2090 0.1098 8.4% 0.0052 0.4% 88% False False 51
80 1.3188 1.2090 0.1098 8.4% 0.0052 0.4% 88% False False 40
100 1.3188 1.2090 0.1098 8.4% 0.0050 0.4% 88% False False 33
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3353
2.618 1.3250
1.618 1.3187
1.000 1.3148
0.618 1.3124
HIGH 1.3085
0.618 1.3061
0.500 1.3054
0.382 1.3046
LOW 1.3022
0.618 1.2983
1.000 1.2959
1.618 1.2920
2.618 1.2857
4.250 1.2754
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 1.3055 1.3036
PP 1.3054 1.3016
S1 1.3054 1.2997

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

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