CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 1.2960 1.2925 -0.0035 -0.3% 1.3148
High 1.2988 1.2928 -0.0060 -0.5% 1.3188
Low 1.2918 1.2863 -0.0055 -0.4% 1.2946
Close 1.2951 1.2885 -0.0066 -0.5% 1.3014
Range 0.0070 0.0065 -0.0005 -7.1% 0.0242
ATR 0.0085 0.0085 0.0000 0.3% 0.0000
Volume 119 106 -13 -10.9% 559
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3087 1.3051 1.2921
R3 1.3022 1.2986 1.2903
R2 1.2957 1.2957 1.2897
R1 1.2921 1.2921 1.2891 1.2907
PP 1.2892 1.2892 1.2892 1.2885
S1 1.2856 1.2856 1.2879 1.2842
S2 1.2827 1.2827 1.2873
S3 1.2762 1.2791 1.2867
S4 1.2697 1.2726 1.2849
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3775 1.3637 1.3147
R3 1.3533 1.3395 1.3081
R2 1.3291 1.3291 1.3058
R1 1.3153 1.3153 1.3036 1.3101
PP 1.3049 1.3049 1.3049 1.3024
S1 1.2911 1.2911 1.2992 1.2859
S2 1.2807 1.2807 1.2970
S3 1.2565 1.2669 1.2947
S4 1.2323 1.2427 1.2881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3074 1.2863 0.0211 1.6% 0.0083 0.6% 10% False True 139
10 1.3188 1.2855 0.0333 2.6% 0.0101 0.8% 9% False False 129
20 1.3188 1.2541 0.0647 5.0% 0.0076 0.6% 53% False False 77
40 1.3188 1.2204 0.0984 7.6% 0.0050 0.4% 69% False False 42
60 1.3188 1.2090 0.1098 8.5% 0.0051 0.4% 72% False False 32
80 1.3188 1.2090 0.1098 8.5% 0.0049 0.4% 72% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0023
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3204
2.618 1.3098
1.618 1.3033
1.000 1.2993
0.618 1.2968
HIGH 1.2928
0.618 1.2903
0.500 1.2896
0.382 1.2888
LOW 1.2863
0.618 1.2823
1.000 1.2798
1.618 1.2758
2.618 1.2693
4.250 1.2587
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 1.2896 1.2930
PP 1.2892 1.2915
S1 1.2889 1.2900

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

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