CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 1.3032 1.3000 -0.0032 -0.2% 1.2900
High 1.3032 1.3011 -0.0021 -0.2% 1.3085
Low 1.2960 1.2881 -0.0079 -0.6% 1.2900
Close 1.2997 1.2905 -0.0092 -0.7% 1.3055
Range 0.0072 0.0130 0.0058 80.6% 0.0185
ATR 0.0086 0.0089 0.0003 3.6% 0.0000
Volume 136 75 -61 -44.9% 703
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3322 1.3244 1.2977
R3 1.3192 1.3114 1.2941
R2 1.3062 1.3062 1.2929
R1 1.2984 1.2984 1.2917 1.2958
PP 1.2932 1.2932 1.2932 1.2920
S1 1.2854 1.2854 1.2893 1.2828
S2 1.2802 1.2802 1.2881
S3 1.2672 1.2724 1.2869
S4 1.2542 1.2594 1.2834
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 1.2881 0.0204 1.6% 0.0083 0.6% 12% False True 135
10 1.3085 1.2859 0.0226 1.8% 0.0083 0.6% 20% False False 155
20 1.3188 1.2855 0.0333 2.6% 0.0092 0.7% 15% False False 140
40 1.3188 1.2318 0.0870 6.7% 0.0062 0.5% 67% False False 78
60 1.3188 1.2090 0.1098 8.5% 0.0055 0.4% 74% False False 54
80 1.3188 1.2090 0.1098 8.5% 0.0054 0.4% 74% False False 43
100 1.3188 1.2090 0.1098 8.5% 0.0051 0.4% 74% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.3564
2.618 1.3351
1.618 1.3221
1.000 1.3141
0.618 1.3091
HIGH 1.3011
0.618 1.2961
0.500 1.2946
0.382 1.2931
LOW 1.2881
0.618 1.2801
1.000 1.2751
1.618 1.2671
2.618 1.2541
4.250 1.2329
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 1.2946 1.2983
PP 1.2932 1.2957
S1 1.2919 1.2931

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

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