CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 1.2926 1.2964 0.0038 0.3% 1.2921
High 1.2930 1.2964 0.0034 0.3% 1.3067
Low 1.2926 1.2964 0.0038 0.3% 1.2921
Close 1.2930 1.2964 0.0034 0.3% 1.3067
Range 0.0004 0.0000 -0.0004 -100.0% 0.0146
ATR 0.0059 0.0057 -0.0002 -3.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2964 1.2964 1.2964
R3 1.2964 1.2964 1.2964
R2 1.2964 1.2964 1.2964
R1 1.2964 1.2964 1.2964 1.2964
PP 1.2964 1.2964 1.2964 1.2964
S1 1.2964 1.2964 1.2964 1.2964
S2 1.2964 1.2964 1.2964
S3 1.2964 1.2964 1.2964
S4 1.2964 1.2964 1.2964
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% 0.0011 0.1% 42% False False 1
10 1.3067 1.2888 0.0179 1.4% 0.0014 0.1% 42% False False 1
20 1.3200 1.2888 0.0312 2.4% 0.0018 0.1% 24% False False 7
40 1.3200 1.2347 0.0853 6.6% 0.0028 0.2% 72% False False 9
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2964
2.618 1.2964
1.618 1.2964
1.000 1.2964
0.618 1.2964
HIGH 1.2964
0.618 1.2964
0.500 1.2964
0.382 1.2964
LOW 1.2964
0.618 1.2964
1.000 1.2964
1.618 1.2964
2.618 1.2964
4.250 1.2964
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 1.2964 1.2952
PP 1.2964 1.2939
S1 1.2964 1.2927

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

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