CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 1.3004 1.2979 -0.0025 -0.2% 1.2962
High 1.3004 1.2979 -0.0025 -0.2% 1.3158
Low 1.3004 1.2979 -0.0025 -0.2% 1.2962
Close 1.3004 1.2979 -0.0025 -0.2% 1.3054
Range
ATR 0.0056 0.0054 -0.0002 -4.0% 0.0000
Volume 1 1 0 0.0% 17
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2979 1.2979 1.2979
R3 1.2979 1.2979 1.2979
R2 1.2979 1.2979 1.2979
R1 1.2979 1.2979 1.2979 1.2979
PP 1.2979 1.2979 1.2979 1.2979
S1 1.2979 1.2979 1.2979 1.2979
S2 1.2979 1.2979 1.2979
S3 1.2979 1.2979 1.2979
S4 1.2979 1.2979 1.2979
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 1.3108 1.2979 0.0129 1.0% 0.0011 0.1% 0% False True 1
10 1.3158 1.2962 0.0196 1.5% 0.0013 0.1% 9% False False 2
20 1.3158 1.2888 0.0270 2.1% 0.0013 0.1% 34% False False 1
40 1.3200 1.2557 0.0643 5.0% 0.0027 0.2% 66% False False 8
60 1.3200 1.2232 0.0968 7.5% 0.0026 0.2% 77% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.2979
2.618 1.2979
1.618 1.2979
1.000 1.2979
0.618 1.2979
HIGH 1.2979
0.618 1.2979
0.500 1.2979
0.382 1.2979
LOW 1.2979
0.618 1.2979
1.000 1.2979
1.618 1.2979
2.618 1.2979
4.250 1.2979
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 1.2979 1.2992
PP 1.2979 1.2987
S1 1.2979 1.2983

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

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