CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 1.2996 1.2909 -0.0087 -0.7% 1.2929
High 1.2996 1.2909 -0.0087 -0.7% 1.3022
Low 1.2965 1.2854 -0.0111 -0.9% 1.2854
Close 1.2965 1.2854 -0.0111 -0.9% 1.2854
Range 0.0031 0.0055 0.0024 77.4% 0.0168
ATR 0.0049 0.0053 0.0004 9.1% 0.0000
Volume 6 1 -5 -83.3% 31
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3037 1.3001 1.2884
R3 1.2982 1.2946 1.2869
R2 1.2927 1.2927 1.2864
R1 1.2891 1.2891 1.2859 1.2882
PP 1.2872 1.2872 1.2872 1.2868
S1 1.2836 1.2836 1.2849 1.2827
S2 1.2817 1.2817 1.2844
S3 1.2762 1.2781 1.2839
S4 1.2707 1.2726 1.2824
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3414 1.3302 1.2946
R3 1.3246 1.3134 1.2900
R2 1.3078 1.3078 1.2885
R1 1.2966 1.2966 1.2869 1.2938
PP 1.2910 1.2910 1.2910 1.2896
S1 1.2798 1.2798 1.2839 1.2770
S2 1.2742 1.2742 1.2823
S3 1.2574 1.2630 1.2808
S4 1.2406 1.2462 1.2762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3022 1.2854 0.0168 1.3% 0.0033 0.3% 0% False True 6
10 1.3108 1.2854 0.0254 2.0% 0.0020 0.2% 0% False True 3
20 1.3158 1.2854 0.0304 2.4% 0.0016 0.1% 0% False True 2
40 1.3200 1.2812 0.0388 3.0% 0.0022 0.2% 11% False False 8
60 1.3200 1.2324 0.0876 6.8% 0.0026 0.2% 61% 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 25 trading days
Fibonacci Retracements and Extensions
4.250 1.3143
2.618 1.3053
1.618 1.2998
1.000 1.2964
0.618 1.2943
HIGH 1.2909
0.618 1.2888
0.500 1.2882
0.382 1.2875
LOW 1.2854
0.618 1.2820
1.000 1.2799
1.618 1.2765
2.618 1.2710
4.250 1.2620
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 1.2882 1.2938
PP 1.2872 1.2910
S1 1.2863 1.2882

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

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