CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 1.2816 1.2818 0.0002 0.0% 1.2929
High 1.2816 1.2847 0.0031 0.2% 1.3022
Low 1.2816 1.2815 -0.0001 0.0% 1.2854
Close 1.2816 1.2845 0.0029 0.2% 1.2854
Range 0.0000 0.0032 0.0032 0.0168
ATR 0.0052 0.0051 -0.0001 -2.8% 0.0000
Volume 3 1 -2 -66.7% 31
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2932 1.2920 1.2863
R3 1.2900 1.2888 1.2854
R2 1.2868 1.2868 1.2851
R1 1.2856 1.2856 1.2848 1.2862
PP 1.2836 1.2836 1.2836 1.2839
S1 1.2824 1.2824 1.2842 1.2830
S2 1.2804 1.2804 1.2839
S3 1.2772 1.2792 1.2836
S4 1.2740 1.2760 1.2827
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 1.2815 0.0207 1.6% 0.0030 0.2% 14% False True 6
10 1.3022 1.2815 0.0207 1.6% 0.0020 0.2% 14% False True 3
20 1.3158 1.2815 0.0343 2.7% 0.0017 0.1% 9% False True 3
40 1.3200 1.2815 0.0385 3.0% 0.0022 0.2% 8% False True 6
60 1.3200 1.2330 0.0870 6.8% 0.0025 0.2% 59% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2983
2.618 1.2931
1.618 1.2899
1.000 1.2879
0.618 1.2867
HIGH 1.2847
0.618 1.2835
0.500 1.2831
0.382 1.2827
LOW 1.2815
0.618 1.2795
1.000 1.2783
1.618 1.2763
2.618 1.2731
4.250 1.2679
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 1.2840 1.2862
PP 1.2836 1.2856
S1 1.2831 1.2851

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

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