CME Euro FX (E) Future September 2013

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	1.2812	1.2789	-0.0023	-0.2%	1.2946
High	1.2812	1.2789	-0.0023	-0.2%	1.3023
Low	1.2812	1.2789	-0.0023	-0.2%	1.2867
Close	1.2812	1.2789	-0.0023	-0.2%	1.2867
Range
ATR
Volume	2	2	0	0.0%	10

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2789	1.2789	1.2789
R3	1.2789	1.2789	1.2789
R2	1.2789	1.2789	1.2789
R1	1.2789	1.2789	1.2789	1.2789
PP	1.2789	1.2789	1.2789	1.2789
S1	1.2789	1.2789	1.2789	1.2789
S2	1.2789	1.2789	1.2789
S3	1.2789	1.2789	1.2789
S4	1.2789	1.2789	1.2789

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3387	1.3283	1.2953
R3	1.3231	1.3127	1.2910
R2	1.3075	1.3075	1.2896
R1	1.2971	1.2971	1.2881	1.2945
PP	1.2919	1.2919	1.2919	1.2906
S1	1.2815	1.2815	1.2853	1.2789
S2	1.2763	1.2763	1.2838
S3	1.2607	1.2659	1.2824
S4	1.2451	1.2503	1.2781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2867	1.2789	0.0078	0.6%	0.0000	0.0%	0%	False	True	2
10	1.3023	1.2789	0.0234	1.8%	0.0002	0.0%	0%	False	True	2

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.2789
2.618	1.2789
1.618	1.2789
1.000	1.2789
0.618	1.2789
HIGH	1.2789
0.618	1.2789
0.500	1.2789
0.382	1.2789
LOW	1.2789
0.618	1.2789
1.000	1.2789
1.618	1.2789
2.618	1.2789
4.250	1.2789

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	1.2789	1.2824
PP	1.2789	1.2812
S1	1.2789	1.2801

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols