CME Euro FX (E) Future September 2013

Trading Metrics calculated at close of trading on 15-Nov-2012

Day Change Summary
	Previous	Current
	14-Nov-2012	15-Nov-2012	Change	Change %	Previous Week
Open	1.2792	1.2822	0.0030	0.2%	1.2827
High	1.2792	1.2822	0.0030	0.2%	1.2859
Low	1.2792	1.2822	0.0030	0.2%	1.2755
Close	1.2792	1.2822	0.0030	0.2%	1.2755
Range
ATR	0.0032	0.0032	0.0000	-0.5%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 15-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2822	1.2822	1.2822
R3	1.2822	1.2822	1.2822
R2	1.2822	1.2822	1.2822
R1	1.2822	1.2822	1.2822	1.2822
PP	1.2822	1.2822	1.2822	1.2822
S1	1.2822	1.2822	1.2822	1.2822
S2	1.2822	1.2822	1.2822
S3	1.2822	1.2822	1.2822
S4	1.2822	1.2822	1.2822

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3102	1.3032	1.2812
R3	1.2998	1.2928	1.2784
R2	1.2894	1.2894	1.2774
R1	1.2824	1.2824	1.2765	1.2807
PP	1.2790	1.2790	1.2790	1.2781
S1	1.2720	1.2720	1.2745	1.2703
S2	1.2686	1.2686	1.2736
S3	1.2582	1.2616	1.2726
S4	1.2478	1.2512	1.2698

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2822	1.2751	0.0071	0.6%	0.0001	0.0%	100%	True	False	2
10	1.2867	1.2751	0.0116	0.9%	0.0001	0.0%	61%	False	False	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	1.2822
2.618	1.2822
1.618	1.2822
1.000	1.2822
0.618	1.2822
HIGH	1.2822
0.618	1.2822
0.500	1.2822
0.382	1.2822
LOW	1.2822
0.618	1.2822
1.000	1.2822
1.618	1.2822
2.618	1.2822
4.250	1.2822

Fisher Pivots for day following 15-Nov-2012
Pivot	1 day	3 day
R1	1.2822	1.2810
PP	1.2822	1.2798
S1	1.2822	1.2787

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