CME Euro FX (E) Future June 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 1.3009 1.2890 -0.0119 -0.9% 1.2921
High 1.3009 1.2917 -0.0092 -0.7% 1.3067
Low 1.3009 1.2890 -0.0119 -0.9% 1.2921
Close 1.3009 1.2917 -0.0092 -0.7% 1.3067
Range 0.0000 0.0027 0.0027 0.0146
ATR 0.0058 0.0062 0.0004 7.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2989 1.2980 1.2932
R3 1.2962 1.2953 1.2924
R2 1.2935 1.2935 1.2922
R1 1.2926 1.2926 1.2919 1.2931
PP 1.2908 1.2908 1.2908 1.2910
S1 1.2899 1.2899 1.2915 1.2904
S2 1.2881 1.2881 1.2912
S3 1.2854 1.2872 1.2910
S4 1.2827 1.2845 1.2902
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 1.2890 0.0177 1.4% 0.0010 0.1% 15% False True 1
10 1.3067 1.2888 0.0179 1.4% 0.0019 0.1% 16% False False 1
20 1.3200 1.2871 0.0329 2.5% 0.0028 0.2% 14% False False 10
40 1.3200 1.2330 0.0870 6.7% 0.0029 0.2% 67% False False 9
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 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3032
2.618 1.2988
1.618 1.2961
1.000 1.2944
0.618 1.2934
HIGH 1.2917
0.618 1.2907
0.500 1.2904
0.382 1.2900
LOW 1.2890
0.618 1.2873
1.000 1.2863
1.618 1.2846
2.618 1.2819
4.250 1.2775
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 1.2913 1.2979
PP 1.2908 1.2958
S1 1.2904 1.2938

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

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