CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 1.2963 1.2929 -0.0034 -0.3% 1.3108
High 1.2963 1.2934 -0.0029 -0.2% 1.3108
Low 1.2963 1.2924 -0.0039 -0.3% 1.2963
Close 1.2963 1.2934 -0.0029 -0.2% 1.2963
Range 0.0000 0.0010 0.0010 0.0145
ATR 0.0051 0.0050 -0.0001 -1.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2961 1.2957 1.2940
R3 1.2951 1.2947 1.2937
R2 1.2941 1.2941 1.2936
R1 1.2937 1.2937 1.2935 1.2939
PP 1.2931 1.2931 1.2931 1.2932
S1 1.2927 1.2927 1.2933 1.2929
S2 1.2921 1.2921 1.2932
S3 1.2911 1.2917 1.2931
S4 1.2901 1.2907 1.2929
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3446 1.3350 1.3043
R3 1.3301 1.3205 1.3003
R2 1.3156 1.3156 1.2990
R1 1.3060 1.3060 1.2976 1.3036
PP 1.3011 1.3011 1.3011 1.2999
S1 1.2915 1.2915 1.2950 1.2891
S2 1.2866 1.2866 1.2936
S3 1.2721 1.2770 1.2923
S4 1.2576 1.2625 1.2883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3004 1.2924 0.0080 0.6% 0.0002 0.0% 13% False True 1
10 1.3158 1.2924 0.0234 1.8% 0.0010 0.1% 4% False True 2
20 1.3158 1.2890 0.0268 2.1% 0.0010 0.1% 16% False False 1
40 1.3200 1.2619 0.0581 4.5% 0.0023 0.2% 54% False False 8
60 1.3200 1.2324 0.0876 6.8% 0.0024 0.2% 70% False False 7
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 1.2977
2.618 1.2960
1.618 1.2950
1.000 1.2944
0.618 1.2940
HIGH 1.2934
0.618 1.2930
0.500 1.2929
0.382 1.2928
LOW 1.2924
0.618 1.2918
1.000 1.2914
1.618 1.2908
2.618 1.2898
4.250 1.2882
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 1.2932 1.2952
PP 1.2931 1.2946
S1 1.2929 1.2940

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

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