CME Euro FX (E) Future September 2013

Trading Metrics calculated at close of trading on 16-Nov-2012

Day Change Summary
	Previous	Current
	15-Nov-2012	16-Nov-2012	Change	Change %	Previous Week
Open	1.2822	1.2776	-0.0046	-0.4%	1.2757
High	1.2822	1.2776	-0.0046	-0.4%	1.2822
Low	1.2822	1.2776	-0.0046	-0.4%	1.2751
Close	1.2822	1.2776	-0.0046	-0.4%	1.2776
Range
ATR	0.0032	0.0033	0.0001	3.1%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2776	1.2776	1.2776
R3	1.2776	1.2776	1.2776
R2	1.2776	1.2776	1.2776
R1	1.2776	1.2776	1.2776	1.2776
PP	1.2776	1.2776	1.2776	1.2776
S1	1.2776	1.2776	1.2776	1.2776
S2	1.2776	1.2776	1.2776
S3	1.2776	1.2776	1.2776
S4	1.2776	1.2776	1.2776

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2996	1.2957	1.2815
R3	1.2925	1.2886	1.2796
R2	1.2854	1.2854	1.2789
R1	1.2815	1.2815	1.2783	1.2835
PP	1.2783	1.2783	1.2783	1.2793
S1	1.2744	1.2744	1.2769	1.2764
S2	1.2712	1.2712	1.2763
S3	1.2641	1.2673	1.2756
S4	1.2570	1.2602	1.2737

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%	0.0000	0.0%	35%	False	False	2
10	1.2859	1.2751	0.0108	0.8%	0.0001	0.0%	23%	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	1.2776
2.618	1.2776
1.618	1.2776
1.000	1.2776
0.618	1.2776
HIGH	1.2776
0.618	1.2776
0.500	1.2776
0.382	1.2776
LOW	1.2776
0.618	1.2776
1.000	1.2776
1.618	1.2776
2.618	1.2776
4.250	1.2776

Fisher Pivots for day following 16-Nov-2012
Pivot	1 day	3 day
R1	1.2776	1.2799
PP	1.2776	1.2791
S1	1.2776	1.2784

Download as Excel Spreadsheet

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

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