CME Euro FX (E) Future June 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 1.3055 1.3045 -0.0010 -0.1% 1.2921
High 1.3055 1.3067 0.0012 0.1% 1.3067
Low 1.3055 1.3045 -0.0010 -0.1% 1.2921
Close 1.3055 1.3067 0.0012 0.1% 1.3067
Range 0.0000 0.0022 0.0022 0.0146
ATR 0.0061 0.0058 -0.0003 -4.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3126 1.3118 1.3079
R3 1.3104 1.3096 1.3073
R2 1.3082 1.3082 1.3071
R1 1.3074 1.3074 1.3069 1.3078
PP 1.3060 1.3060 1.3060 1.3062
S1 1.3052 1.3052 1.3065 1.3056
S2 1.3038 1.3038 1.3063
S3 1.3016 1.3030 1.3061
S4 1.2994 1.3008 1.3055
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3456 1.3408 1.3147
R3 1.3310 1.3262 1.3107
R2 1.3164 1.3164 1.3094
R1 1.3116 1.3116 1.3080 1.3140
PP 1.3018 1.3018 1.3018 1.3031
S1 1.2970 1.2970 1.3054 1.2994
S2 1.2872 1.2872 1.3040
S3 1.2726 1.2824 1.3027
S4 1.2580 1.2678 1.2987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3067 1.2921 0.0146 1.1% 0.0004 0.0% 100% True False 1
10 1.3067 1.2888 0.0179 1.4% 0.0016 0.1% 100% True False 1
20 1.3200 1.2812 0.0388 3.0% 0.0027 0.2% 66% False False 14
40 1.3200 1.2324 0.0876 6.7% 0.0030 0.2% 85% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3161
2.618 1.3125
1.618 1.3103
1.000 1.3089
0.618 1.3081
HIGH 1.3067
0.618 1.3059
0.500 1.3056
0.382 1.3053
LOW 1.3045
0.618 1.3031
1.000 1.3023
1.618 1.3009
2.618 1.2987
4.250 1.2952
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 1.3063 1.3045
PP 1.3060 1.3023
S1 1.3056 1.3001

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

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