CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 1.2960 1.3002 0.0042 0.3% 1.2776
High 1.2975 1.3002 0.0027 0.2% 1.3015
Low 1.2913 1.3002 0.0089 0.7% 1.2776
Close 1.2961 1.3002 0.0041 0.3% 1.3015
Range 0.0062 0.0000 -0.0062 -100.0% 0.0239
ATR 0.0056 0.0055 -0.0001 -1.9% 0.0000
Volume 1 11 10 1,000.0% 44
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3002 1.3002 1.3002
R3 1.3002 1.3002 1.3002
R2 1.3002 1.3002 1.3002
R1 1.3002 1.3002 1.3002 1.3002
PP 1.3002 1.3002 1.3002 1.3002
S1 1.3002 1.3002 1.3002 1.3002
S2 1.3002 1.3002 1.3002
S3 1.3002 1.3002 1.3002
S4 1.3002 1.3002 1.3002
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3652 1.3573 1.3146
R3 1.3413 1.3334 1.3081
R2 1.3174 1.3174 1.3059
R1 1.3095 1.3095 1.3037 1.3135
PP 1.2935 1.2935 1.2935 1.2955
S1 1.2856 1.2856 1.2993 1.2896
S2 1.2696 1.2696 1.2971
S3 1.2457 1.2617 1.2949
S4 1.2218 1.2378 1.2884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3015 1.2865 0.0150 1.2% 0.0044 0.3% 91% False False 7
10 1.3015 1.2737 0.0278 2.1% 0.0044 0.3% 95% False False 17
20 1.3015 1.2711 0.0304 2.3% 0.0045 0.3% 96% False False 20
40 1.3158 1.2711 0.0447 3.4% 0.0029 0.2% 65% False False 11
60 1.3200 1.2692 0.0508 3.9% 0.0030 0.2% 61% False False 12
80 1.3200 1.2324 0.0876 6.7% 0.0029 0.2% 77% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3002
2.618 1.3002
1.618 1.3002
1.000 1.3002
0.618 1.3002
HIGH 1.3002
0.618 1.3002
0.500 1.3002
0.382 1.3002
LOW 1.3002
0.618 1.3002
1.000 1.3002
1.618 1.3002
2.618 1.3002
4.250 1.3002
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 1.3002 1.2987
PP 1.3002 1.2972
S1 1.3002 1.2958

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

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