CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 1.2899 1.2939 0.0040 0.3% 1.2588
High 1.2946 1.3024 0.0078 0.6% 1.2825
Low 1.2877 1.2855 -0.0022 -0.2% 1.2588
Close 1.2920 1.3007 0.0087 0.7% 1.2825
Range 0.0069 0.0169 0.0100 144.9% 0.0237
ATR 0.0066 0.0073 0.0007 11.2% 0.0000
Volume 62 110 48 77.4% 66
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3469 1.3407 1.3100
R3 1.3300 1.3238 1.3053
R2 1.3131 1.3131 1.3038
R1 1.3069 1.3069 1.3022 1.3100
PP 1.2962 1.2962 1.2962 1.2978
S1 1.2900 1.2900 1.2992 1.2931
S2 1.2793 1.2793 1.2976
S3 1.2624 1.2731 1.2961
S4 1.2455 1.2562 1.2914
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3457 1.3378 1.2955
R3 1.3220 1.3141 1.2890
R2 1.2983 1.2983 1.2868
R1 1.2904 1.2904 1.2847 1.2944
PP 1.2746 1.2746 1.2746 1.2766
S1 1.2667 1.2667 1.2803 1.2707
S2 1.2509 1.2509 1.2782
S3 1.2272 1.2430 1.2760
S4 1.2035 1.2193 1.2695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3024 1.2670 0.0354 2.7% 0.0105 0.8% 95% True False 51
10 1.3024 1.2541 0.0483 3.7% 0.0065 0.5% 96% True False 34
20 1.3024 1.2350 0.0674 5.2% 0.0043 0.3% 97% True False 24
40 1.3024 1.2090 0.0934 7.2% 0.0040 0.3% 98% True False 16
60 1.3024 1.2090 0.0934 7.2% 0.0043 0.3% 98% True False 13
80 1.3024 1.2090 0.0934 7.2% 0.0043 0.3% 98% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.3742
2.618 1.3466
1.618 1.3297
1.000 1.3193
0.618 1.3128
HIGH 1.3024
0.618 1.2959
0.500 1.2940
0.382 1.2920
LOW 1.2855
0.618 1.2751
1.000 1.2686
1.618 1.2582
2.618 1.2413
4.250 1.2137
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 1.2985 1.2974
PP 1.2962 1.2942
S1 1.2940 1.2909

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

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