CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 1.2909 1.2816 -0.0093 -0.7% 1.2929
High 1.2909 1.2816 -0.0093 -0.7% 1.3022
Low 1.2854 1.2816 -0.0038 -0.3% 1.2854
Close 1.2854 1.2816 -0.0038 -0.3% 1.2854
Range 0.0055 0.0000 -0.0055 -100.0% 0.0168
ATR 0.0053 0.0052 -0.0001 -2.0% 0.0000
Volume 1 3 2 200.0% 31
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2816 1.2816 1.2816
R3 1.2816 1.2816 1.2816
R2 1.2816 1.2816 1.2816
R1 1.2816 1.2816 1.2816 1.2816
PP 1.2816 1.2816 1.2816 1.2816
S1 1.2816 1.2816 1.2816 1.2816
S2 1.2816 1.2816 1.2816
S3 1.2816 1.2816 1.2816
S4 1.2816 1.2816 1.2816
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 1.2816 0.0206 1.6% 0.0031 0.2% 0% False True 6
10 1.3022 1.2816 0.0206 1.6% 0.0017 0.1% 0% False True 3
20 1.3158 1.2816 0.0342 2.7% 0.0016 0.1% 0% False True 3
40 1.3200 1.2816 0.0384 3.0% 0.0022 0.2% 0% False True 7
60 1.3200 1.2324 0.0876 6.8% 0.0026 0.2% 56% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
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
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2816
2.618 1.2816
1.618 1.2816
1.000 1.2816
0.618 1.2816
HIGH 1.2816
0.618 1.2816
0.500 1.2816
0.382 1.2816
LOW 1.2816
0.618 1.2816
1.000 1.2816
1.618 1.2816
2.618 1.2816
4.250 1.2816
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 1.2816 1.2906
PP 1.2816 1.2876
S1 1.2816 1.2846

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

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