CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 1.3010 1.2962 -0.0048 -0.4% 1.3009
High 1.3020 1.2974 -0.0046 -0.4% 1.3020
Low 1.2990 1.2962 -0.0028 -0.2% 1.2890
Close 1.2990 1.2973 -0.0017 -0.1% 1.2990
Range 0.0030 0.0012 -0.0018 -60.0% 0.0130
ATR 0.0057 0.0055 -0.0002 -3.6% 0.0000
Volume 1 3 2 200.0% 5
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3006 1.3001 1.2980
R3 1.2994 1.2989 1.2976
R2 1.2982 1.2982 1.2975
R1 1.2977 1.2977 1.2974 1.2980
PP 1.2970 1.2970 1.2970 1.2971
S1 1.2965 1.2965 1.2972 1.2968
S2 1.2958 1.2958 1.2971
S3 1.2946 1.2953 1.2970
S4 1.2934 1.2941 1.2966
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3357 1.3303 1.3062
R3 1.3227 1.3173 1.3026
R2 1.3097 1.3097 1.3014
R1 1.3043 1.3043 1.3002 1.3005
PP 1.2967 1.2967 1.2967 1.2948
S1 1.2913 1.2913 1.2978 1.2875
S2 1.2837 1.2837 1.2966
S3 1.2707 1.2783 1.2954
S4 1.2577 1.2653 1.2919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3020 1.2890 0.0130 1.0% 0.0015 0.1% 64% False False 1
10 1.3067 1.2890 0.0177 1.4% 0.0010 0.1% 47% False False 1
20 1.3110 1.2888 0.0222 1.7% 0.0013 0.1% 38% False False 3
40 1.3200 1.2403 0.0797 6.1% 0.0029 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3025
2.618 1.3005
1.618 1.2993
1.000 1.2986
0.618 1.2981
HIGH 1.2974
0.618 1.2969
0.500 1.2968
0.382 1.2967
LOW 1.2962
0.618 1.2955
1.000 1.2950
1.618 1.2943
2.618 1.2931
4.250 1.2911
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 1.2971 1.2991
PP 1.2970 1.2985
S1 1.2968 1.2979

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

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