CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 1.2812 1.2853 0.0041 0.3% 1.2757
High 1.2856 1.2853 -0.0003 0.0% 1.2822
Low 1.2812 1.2853 0.0041 0.3% 1.2751
Close 1.2856 1.2853 -0.0003 0.0% 1.2776
Range 0.0044 0.0000 -0.0044 -100.0% 0.0071
ATR 0.0036 0.0034 -0.0002 -6.6% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2853 1.2853 1.2853
R3 1.2853 1.2853 1.2853
R2 1.2853 1.2853 1.2853
R1 1.2853 1.2853 1.2853 1.2853
PP 1.2853 1.2853 1.2853 1.2853
S1 1.2853 1.2853 1.2853 1.2853
S2 1.2853 1.2853 1.2853
S3 1.2853 1.2853 1.2853
S4 1.2853 1.2853 1.2853
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 1.2776 0.0080 0.6% 0.0009 0.1% 96% False False 2
10 1.2856 1.2751 0.0105 0.8% 0.0005 0.0% 97% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2853
2.618 1.2853
1.618 1.2853
1.000 1.2853
0.618 1.2853
HIGH 1.2853
0.618 1.2853
0.500 1.2853
0.382 1.2853
LOW 1.2853
0.618 1.2853
1.000 1.2853
1.618 1.2853
2.618 1.2853
4.250 1.2853
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 1.2853 1.2841
PP 1.2853 1.2828
S1 1.2853 1.2816

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

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