CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 1.2901 1.2968 0.0067 0.5% 1.2985
High 1.2950 1.2986 0.0036 0.3% 1.2996
Low 1.2859 1.2868 0.0009 0.1% 1.2859
Close 1.2941 1.2875 -0.0066 -0.5% 1.2875
Range 0.0091 0.0118 0.0027 29.7% 0.0137
ATR 0.0085 0.0088 0.0002 2.7% 0.0000
Volume 136 397 261 191.9% 945
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3264 1.3187 1.2940
R3 1.3146 1.3069 1.2907
R2 1.3028 1.3028 1.2897
R1 1.2951 1.2951 1.2886 1.2931
PP 1.2910 1.2910 1.2910 1.2899
S1 1.2833 1.2833 1.2864 1.2813
S2 1.2792 1.2792 1.2853
S3 1.2674 1.2715 1.2843
S4 1.2556 1.2597 1.2810
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3321 1.3235 1.2950
R3 1.3184 1.3098 1.2913
R2 1.3047 1.3047 1.2900
R1 1.2961 1.2961 1.2888 1.2936
PP 1.2910 1.2910 1.2910 1.2897
S1 1.2824 1.2824 1.2862 1.2799
S2 1.2773 1.2773 1.2850
S3 1.2636 1.2687 1.2837
S4 1.2499 1.2550 1.2800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2996 1.2859 0.0137 1.1% 0.0084 0.6% 12% False False 189
10 1.3188 1.2859 0.0329 2.6% 0.0087 0.7% 5% False False 150
20 1.3188 1.2588 0.0600 4.7% 0.0085 0.7% 48% False False 102
40 1.3188 1.2300 0.0888 6.9% 0.0051 0.4% 65% False False 55
60 1.3188 1.2090 0.1098 8.5% 0.0051 0.4% 71% False False 41
80 1.3188 1.2090 0.1098 8.5% 0.0052 0.4% 71% False False 32
100 1.3188 1.2090 0.1098 8.5% 0.0047 0.4% 71% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3488
2.618 1.3295
1.618 1.3177
1.000 1.3104
0.618 1.3059
HIGH 1.2986
0.618 1.2941
0.500 1.2927
0.382 1.2913
LOW 1.2868
0.618 1.2795
1.000 1.2750
1.618 1.2677
2.618 1.2559
4.250 1.2367
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 1.2927 1.2923
PP 1.2910 1.2907
S1 1.2892 1.2891

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

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