CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 1.2755 1.2719 -0.0036 -0.3% 1.2816
High 1.2758 1.2755 -0.0003 0.0% 1.2894
Low 1.2740 1.2711 -0.0029 -0.2% 1.2742
Close 1.2743 1.2736 -0.0007 -0.1% 1.2742
Range 0.0018 0.0044 0.0026 144.4% 0.0152
ATR 0.0052 0.0051 -0.0001 -1.1% 0.0000
Volume 9 68 59 655.6% 131
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2866 1.2845 1.2760
R3 1.2822 1.2801 1.2748
R2 1.2778 1.2778 1.2744
R1 1.2757 1.2757 1.2740 1.2768
PP 1.2734 1.2734 1.2734 1.2739
S1 1.2713 1.2713 1.2732 1.2724
S2 1.2690 1.2690 1.2728
S3 1.2646 1.2669 1.2724
S4 1.2602 1.2625 1.2712
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 1.2711 0.0183 1.4% 0.0054 0.4% 14% False True 40
10 1.3022 1.2711 0.0311 2.4% 0.0042 0.3% 8% False True 23
20 1.3158 1.2711 0.0447 3.5% 0.0027 0.2% 6% False True 12
40 1.3158 1.2711 0.0447 3.5% 0.0020 0.2% 6% False True 7
60 1.3200 1.2460 0.0740 5.8% 0.0028 0.2% 37% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2942
2.618 1.2870
1.618 1.2826
1.000 1.2799
0.618 1.2782
HIGH 1.2755
0.618 1.2738
0.500 1.2733
0.382 1.2728
LOW 1.2711
0.618 1.2684
1.000 1.2667
1.618 1.2640
2.618 1.2596
4.250 1.2524
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 1.2735 1.2759
PP 1.2734 1.2751
S1 1.2733 1.2744

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

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