CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 1.3098 1.3077 -0.0021 -0.2% 1.2962
High 1.3098 1.3077 -0.0021 -0.2% 1.3158
Low 1.3095 1.3054 -0.0041 -0.3% 1.2962
Close 1.3095 1.3054 -0.0041 -0.3% 1.3054
Range 0.0003 0.0023 0.0020 666.7% 0.0196
ATR 0.0061 0.0060 -0.0001 -2.3% 0.0000
Volume 9 2 -7 -77.8% 17
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3131 1.3115 1.3067
R3 1.3108 1.3092 1.3060
R2 1.3085 1.3085 1.3058
R1 1.3069 1.3069 1.3056 1.3066
PP 1.3062 1.3062 1.3062 1.3060
S1 1.3046 1.3046 1.3052 1.3043
S2 1.3039 1.3039 1.3050
S3 1.3016 1.3023 1.3048
S4 1.2993 1.3000 1.3041
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3646 1.3546 1.3162
R3 1.3450 1.3350 1.3108
R2 1.3254 1.3254 1.3090
R1 1.3154 1.3154 1.3072 1.3204
PP 1.3058 1.3058 1.3058 1.3083
S1 1.2958 1.2958 1.3036 1.3008
S2 1.2862 1.2862 1.3018
S3 1.2666 1.2762 1.3000
S4 1.2470 1.2566 1.2946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3158 1.2962 0.0196 1.5% 0.0013 0.1% 47% False False 3
10 1.3158 1.2890 0.0268 2.1% 0.0013 0.1% 61% False False 2
20 1.3158 1.2888 0.0270 2.1% 0.0014 0.1% 61% False False 1
40 1.3200 1.2554 0.0646 4.9% 0.0027 0.2% 77% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3175
2.618 1.3137
1.618 1.3114
1.000 1.3100
0.618 1.3091
HIGH 1.3077
0.618 1.3068
0.500 1.3066
0.382 1.3063
LOW 1.3054
0.618 1.3040
1.000 1.3031
1.618 1.3017
2.618 1.2994
4.250 1.2956
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 1.3066 1.3106
PP 1.3062 1.3089
S1 1.3058 1.3071

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

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