CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 1.2929 1.2965 0.0036 0.3% 1.3108
High 1.2934 1.3000 0.0066 0.5% 1.3108
Low 1.2924 1.2965 0.0041 0.3% 1.2963
Close 1.2934 1.2993 0.0059 0.5% 1.2963
Range 0.0010 0.0035 0.0025 250.0% 0.0145
ATR 0.0050 0.0051 0.0001 2.2% 0.0000
Volume 1 3 2 200.0% 5
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3091 1.3077 1.3012
R3 1.3056 1.3042 1.3003
R2 1.3021 1.3021 1.2999
R1 1.3007 1.3007 1.2996 1.3014
PP 1.2986 1.2986 1.2986 1.2990
S1 1.2972 1.2972 1.2990 1.2979
S2 1.2951 1.2951 1.2987
S3 1.2916 1.2937 1.2983
S4 1.2881 1.2902 1.2974
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% 0.0009 0.1% 86% False False 1
10 1.3158 1.2924 0.0234 1.8% 0.0012 0.1% 29% False False 2
20 1.3158 1.2890 0.0268 2.1% 0.0011 0.1% 38% False False 1
40 1.3200 1.2646 0.0554 4.3% 0.0022 0.2% 63% False False 8
60 1.3200 1.2324 0.0876 6.7% 0.0024 0.2% 76% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 22 trading days
Fibonacci Retracements and Extensions
4.250 1.3149
2.618 1.3092
1.618 1.3057
1.000 1.3035
0.618 1.3022
HIGH 1.3000
0.618 1.2987
0.500 1.2983
0.382 1.2978
LOW 1.2965
0.618 1.2943
1.000 1.2930
1.618 1.2908
2.618 1.2873
4.250 1.2816
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 1.2990 1.2983
PP 1.2986 1.2972
S1 1.2983 1.2962

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

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