CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 1.3093 1.3045 -0.0048 -0.4% 1.2927
High 1.3093 1.3096 0.0003 0.0% 1.3155
Low 1.3038 1.3045 0.0007 0.1% 1.2909
Close 1.3043 1.3064 0.0021 0.2% 1.3043
Range 0.0055 0.0051 -0.0004 -7.3% 0.0246
ATR 0.0086 0.0083 -0.0002 -2.7% 0.0000
Volume 172 131 -41 -23.8% 926
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3221 1.3194 1.3092
R3 1.3170 1.3143 1.3078
R2 1.3119 1.3119 1.3073
R1 1.3092 1.3092 1.3069 1.3106
PP 1.3068 1.3068 1.3068 1.3075
S1 1.3041 1.3041 1.3059 1.3055
S2 1.3017 1.3017 1.3055
S3 1.2966 1.2990 1.3050
S4 1.2915 1.2939 1.3036
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3774 1.3654 1.3178
R3 1.3528 1.3408 1.3111
R2 1.3282 1.3282 1.3088
R1 1.3162 1.3162 1.3066 1.3222
PP 1.3036 1.3036 1.3036 1.3066
S1 1.2916 1.2916 1.3020 1.2976
S2 1.2790 1.2790 1.2998
S3 1.2544 1.2670 1.2975
S4 1.2298 1.2424 1.2908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3155 1.2990 0.0165 1.3% 0.0064 0.5% 45% False False 194
10 1.3155 1.2860 0.0295 2.3% 0.0076 0.6% 69% False False 151
20 1.3155 1.2859 0.0296 2.3% 0.0076 0.6% 69% False False 155
40 1.3188 1.2537 0.0651 5.0% 0.0073 0.6% 81% False False 112
60 1.3188 1.2204 0.0984 7.5% 0.0057 0.4% 87% False False 76
80 1.3188 1.2090 0.1098 8.4% 0.0058 0.4% 89% False False 60
100 1.3188 1.2090 0.1098 8.4% 0.0054 0.4% 89% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3313
2.618 1.3230
1.618 1.3179
1.000 1.3147
0.618 1.3128
HIGH 1.3096
0.618 1.3077
0.500 1.3071
0.382 1.3064
LOW 1.3045
0.618 1.3013
1.000 1.2994
1.618 1.2962
2.618 1.2911
4.250 1.2828
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 1.3071 1.3093
PP 1.3068 1.3083
S1 1.3066 1.3074

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

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