CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 1.2769 1.2770 0.0001 0.0% 1.2816
High 1.2798 1.2806 0.0008 0.1% 1.2894
Low 1.2751 1.2742 -0.0009 -0.1% 1.2742
Close 1.2776 1.2742 -0.0034 -0.3% 1.2742
Range 0.0047 0.0064 0.0017 36.2% 0.0152
ATR 0.0053 0.0054 0.0001 1.4% 0.0000
Volume 15 106 91 606.7% 131
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2955 1.2913 1.2777
R3 1.2891 1.2849 1.2760
R2 1.2827 1.2827 1.2754
R1 1.2785 1.2785 1.2748 1.2774
PP 1.2763 1.2763 1.2763 1.2758
S1 1.2721 1.2721 1.2736 1.2710
S2 1.2699 1.2699 1.2730
S3 1.2635 1.2657 1.2724
S4 1.2571 1.2593 1.2707
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3249 1.3147 1.2826
R3 1.3097 1.2995 1.2784
R2 1.2945 1.2945 1.2770
R1 1.2843 1.2843 1.2756 1.2818
PP 1.2793 1.2793 1.2793 1.2780
S1 1.2691 1.2691 1.2728 1.2666
S2 1.2641 1.2641 1.2714
S3 1.2489 1.2539 1.2700
S4 1.2337 1.2387 1.2658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2894 1.2742 0.0152 1.2% 0.0048 0.4% 0% False True 26
10 1.3022 1.2742 0.0280 2.2% 0.0040 0.3% 0% False True 16
20 1.3158 1.2742 0.0416 3.3% 0.0025 0.2% 0% False True 9
40 1.3158 1.2742 0.0416 3.3% 0.0019 0.1% 0% False True 7
60 1.3200 1.2347 0.0853 6.7% 0.0028 0.2% 46% False False 9
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3078
2.618 1.2974
1.618 1.2910
1.000 1.2870
0.618 1.2846
HIGH 1.2806
0.618 1.2782
0.500 1.2774
0.382 1.2766
LOW 1.2742
0.618 1.2702
1.000 1.2678
1.618 1.2638
2.618 1.2574
4.250 1.2470
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 1.2774 1.2818
PP 1.2763 1.2793
S1 1.2753 1.2767

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

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