CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 1.2776 1.2812 0.0036 0.3% 1.2757
High 1.2776 1.2856 0.0080 0.6% 1.2822
Low 1.2776 1.2812 0.0036 0.3% 1.2751
Close 1.2776 1.2856 0.0080 0.6% 1.2776
Range 0.0000 0.0044 0.0044 0.0071
ATR 0.0033 0.0036 0.0003 10.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2973 1.2959 1.2880
R3 1.2929 1.2915 1.2868
R2 1.2885 1.2885 1.2864
R1 1.2871 1.2871 1.2860 1.2878
PP 1.2841 1.2841 1.2841 1.2845
S1 1.2827 1.2827 1.2852 1.2834
S2 1.2797 1.2797 1.2848
S3 1.2753 1.2783 1.2844
S4 1.2709 1.2739 1.2832
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 1.2856 1.2751 0.0105 0.8% 0.0009 0.1% 100% True False 2
10 1.2859 1.2751 0.0108 0.8% 0.0005 0.0% 97% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.3043
2.618 1.2971
1.618 1.2927
1.000 1.2900
0.618 1.2883
HIGH 1.2856
0.618 1.2839
0.500 1.2834
0.382 1.2829
LOW 1.2812
0.618 1.2785
1.000 1.2768
1.618 1.2741
2.618 1.2697
4.250 1.2625
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 1.2849 1.2843
PP 1.2841 1.2829
S1 1.2834 1.2816

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

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